+52.2%
NTAP vs P
+29.5%
+22.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -1.8% |
| 7D | -15.1% | -23.8% | +8.8% | -3.7% |
| 30D | -28.1% | -36.6% | +8.5% | -11.6% |
| 3M | -11.4% | +10.9% | -22.3% | -15.3% |
| 6M | +52.2% | +30.0% | +22.2% | +33.8% |
| All | +52.2% | +29.5% | +22.7% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 6mo: compounded portfolio wealth divided by compounded P 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…
6mo analysis · Full analysis span regression · 6 months rolling