+68.1%
NTAP vs BAX
+46.0%
+22.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.0% |
| 7D | -16.1% | +4.1% | -20.2% | -16.4% |
| 30D | -15.9% | +9.4% | -25.4% | -16.7% |
| 3M | -1.2% | -6.5% | +5.2% | +0.2% |
| 6M | +70.1% | +59.6% | +10.5% | +53.2% |
| YTD | +77.9% | +38.9% | +39.1% | +67.1% |
| 1Y | +68.1% | +48.0% | +20.1% | +54.9% |
| All | +68.1% | +46.0% | +22.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling