+185.9%
NTAP vs COMP
-47.7%
+233.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -0.8% | +1.4% | -2.1% | -0.9% |
| 30D | -0.5% | -13.3% | +12.8% | +0.6% |
| 3M | +4.1% | +41.1% | -37.0% | +0.4% |
| 6M | +88.0% | +17.2% | +70.8% | +82.9% |
| YTD | +75.6% | +5.2% | +70.4% | +72.1% |
| 1Y | +58.9% | +18.9% | +40.0% | +53.3% |
| 3Y | +153.6% | +215.9% | -62.3% | +116.1% |
| 5Y | +127.6% | -31.2% | +158.8% | +106.4% |
| All | +185.9% | -47.7% | +233.6% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling