+24.3%
W vs NTAP
+66.6%
-42.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.6% | +11.3% |
| 7D | +8.4% | -16.1% | +24.5% | +11.4% |
| 30D | +16.5% | -15.9% | +32.5% | +19.6% |
| 3M | +6.4% | -1.2% | +7.7% | +5.5% |
| 6M | +90.5% | +70.1% | +20.5% | +63.2% |
| YTD | +23.1% | +77.9% | -54.9% | +5.4% |
| 1Y | +24.3% | +68.1% | -43.9% | +8.1% |
| All | +24.3% | +66.6% | -42.3% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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