+51.2%
NTAP vs JAAA
+4.7%
+46.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | -1.0% | +0.1% | -1.0% | -1.3% |
| 30D | -7.5% | +0.4% | -7.9% | -9.3% |
| 3M | +14.6% | +1.2% | +13.4% | +7.4% |
| 6M | +91.0% | +2.7% | +88.3% | +67.6% |
| YTD | +73.7% | +3.2% | +70.5% | +49.3% |
| 1Y | +51.2% | +4.8% | +46.4% | +14.3% |
| All | +51.2% | +4.7% | +46.5% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling