+17,983.5%
NTAP vs M
+215.6%
+17,768.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.2% |
| 7D | -15.1% | -4.3% | -10.8% | -14.0% |
| 30D | -28.1% | +1.3% | -29.4% | -28.6% |
| 3M | -11.4% | -7.4% | -4.1% | -10.0% |
| 6M | +52.2% | +18.3% | +33.9% | +42.3% |
| YTD | +60.4% | +7.6% | +52.8% | +53.1% |
| 1Y | +51.0% | +17.4% | +33.6% | +40.0% |
| 3Y | +135.6% | +108.4% | +27.2% | +70.7% |
| 5Y | +107.5% | -10.6% | +118.1% | +79.2% |
| 10Y | +608.6% | -3.2% | +611.8% | +362.6% |
| All | +17,983.5% | +215.6% | +17,768.0% | +4,768.8% |
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