+177.5%
NTAP vs BBAI
-80.9%
+258.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.7% | +5.2% | -2.4% |
| 7D | +7.2% | -14.0% | +21.2% | +7.5% |
| 30D | -18.4% | -12.4% | -6.0% | -18.2% |
| 3M | -11.3% | -42.8% | +31.5% | -10.3% |
| 6M | +53.8% | -54.6% | +108.4% | +56.2% |
| YTD | +72.0% | -64.6% | +136.6% | +75.1% |
| 1Y | +68.0% | -69.9% | +137.9% | +71.5% |
| 3Y | +149.5% | +7.3% | +142.2% | +148.2% |
| 5Y | +125.6% | -80.8% | +206.4% | +131.0% |
| All | +177.5% | -80.9% | +258.4% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling