+68.1%
NTAP vs UMAC
+2.9%
+65.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.9% | +9.2% | -0.8% |
| 7D | -16.1% | -26.0% | +10.0% | -14.3% |
| 30D | -15.9% | -40.3% | +24.4% | -13.1% |
| 3M | -1.2% | -51.1% | +49.9% | +2.9% |
| 6M | +70.1% | -5.6% | +75.7% | +71.3% |
| YTD | +77.9% | +2.3% | +75.7% | +74.2% |
| 1Y | +68.1% | +7.9% | +60.3% | +63.8% |
| All | +68.1% | +2.9% | +65.2% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling