+127.9%
NTAP vs COMP
-10.9%
+138.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | +7.2% | 0.0% | +7.2% | +7.2% |
| 30D | -18.4% | +16.6% | -34.9% | -19.6% |
| 3M | -11.3% | -23.5% | +12.2% | -9.5% |
| 6M | +53.8% | +25.7% | +28.0% | +49.1% |
| YTD | +72.0% | -3.4% | +75.4% | +69.4% |
| 1Y | +68.0% | +7.6% | +60.4% | +63.6% |
| 3Y | +149.5% | +423.6% | -274.1% | +101.8% |
| All | +127.9% | -10.9% | +138.9% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling