+171.2%
NTAP vs PL
+84.9%
+86.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.8% | -9.3% | +8.5% | +0.1% |
| 30D | -0.5% | -18.9% | +18.4% | +1.3% |
| 3M | +4.1% | -58.4% | +62.4% | +11.9% |
| 6M | +88.0% | -30.3% | +118.3% | +90.2% |
| YTD | +75.6% | -8.1% | +83.7% | +71.9% |
| 1Y | +58.9% | +180.5% | -121.6% | +36.1% |
| 3Y | +153.6% | +444.1% | -290.6% | +91.1% |
| 5Y | +127.6% | +83.0% | +44.6% | +70.8% |
| All | +171.2% | +84.9% | +86.3% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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