+332.9%
NTAP vs JAAA
+30.3%
+302.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.6% |
| 7D | +7.2% | +0.1% | +7.1% | +7.0% |
| 30D | -18.4% | +0.4% | -18.8% | -19.1% |
| 3M | -11.3% | +1.2% | -12.5% | -13.6% |
| 6M | +53.8% | +2.3% | +51.5% | +46.4% |
| YTD | +72.0% | +4.0% | +68.0% | +58.3% |
| 1Y | +68.0% | +4.8% | +63.2% | +52.1% |
| 3Y | +149.5% | +18.4% | +131.0% | +95.0% |
| 5Y | +125.6% | +27.5% | +98.1% | +63.9% |
| All | +332.9% | +30.3% | +302.6% | +191.6% |
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