+342.0%
NTAP vs JAAA
+29.3%
+312.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +0.2% | -0.9% | -1.1% |
| 30D | -0.5% | +0.5% | -1.1% | -1.7% |
| 3M | +4.1% | +1.3% | +2.8% | +1.3% |
| 6M | +88.0% | +2.7% | +85.3% | +77.7% |
| YTD | +75.6% | +3.2% | +72.4% | +64.3% |
| 1Y | +58.9% | +4.9% | +54.0% | +43.6% |
| 3Y | +153.6% | +19.0% | +134.6% | +99.6% |
| 5Y | +127.6% | +26.8% | +100.8% | +68.4% |
| All | +342.0% | +29.3% | +312.7% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling