+18,718.9%
NTAP vs M
+241.1%
+18,477.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +1.7% |
| 7D | -5.0% | +2.5% | -7.5% | -5.8% |
| 30D | -25.8% | +10.1% | -35.8% | -28.1% |
| 3M | -6.9% | -0.9% | -6.0% | -7.2% |
| 6M | +50.0% | +30.2% | +19.8% | +36.3% |
| YTD | +66.9% | +16.3% | +50.6% | +55.6% |
| 1Y | +58.3% | +27.0% | +31.3% | +43.4% |
| 3Y | +145.1% | +154.5% | -9.4% | +67.3% |
| 5Y | +114.2% | -1.1% | +115.3% | +79.4% |
| 10Y | +576.6% | +0.5% | +576.1% | +338.2% |
| All | +18,718.9% | +241.1% | +18,477.7% | +4,850.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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