+337.3%
NTAP vs JAAA
+29.3%
+308.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | +0.1% | -1.0% | -1.1% |
| 30D | -7.5% | +0.4% | -7.9% | -8.3% |
| 3M | +14.6% | +1.2% | +13.4% | +11.7% |
| 6M | +91.0% | +2.7% | +88.3% | +80.6% |
| YTD | +73.7% | +3.2% | +70.5% | +62.6% |
| 1Y | +51.2% | +4.8% | +46.4% | +37.0% |
| 3Y | +146.1% | +19.0% | +127.2% | +93.8% |
| 5Y | +122.8% | +26.8% | +96.0% | +64.9% |
| All | +337.3% | +29.3% | +308.0% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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