+19,691.7%
NTAP vs BAX
+403.8%
+19,287.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -0.8% | -1.1% | +0.4% | -0.4% |
| 30D | -0.5% | -5.5% | +4.9% | +1.0% |
| 3M | +4.1% | +33.5% | -29.5% | -5.6% |
| 6M | +88.0% | +35.9% | +52.1% | +68.2% |
| YTD | +75.6% | +35.4% | +40.2% | +56.7% |
| 1Y | +58.9% | +9.8% | +49.2% | +50.1% |
| 3Y | +153.6% | -32.7% | +186.3% | +169.8% |
| 5Y | +127.6% | -65.6% | +193.2% | +195.5% |
| 10Y | +580.4% | -34.9% | +615.3% | +624.9% |
| All | +19,691.7% | +403.8% | +19,287.9% | +13,155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling