+137.8%
NTAP vs UMAC
+473.8%
-336.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.5% | +11.0% | +8.6% |
| 7D | +7.4% | -3.4% | +10.8% | +7.4% |
| 30D | -1.4% | -15.1% | +13.7% | -1.1% |
| 3M | +24.6% | -10.8% | +35.3% | +24.4% |
| 6M | +105.9% | +15.7% | +90.2% | +103.8% |
| YTD | +88.5% | +80.1% | +8.4% | +85.2% |
| 1Y | +62.1% | +116.7% | -54.6% | +58.5% |
| All | +137.8% | +473.8% | -336.0% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling