+20.1%
W vs NTAP
+61.4%
-41.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | -7.6% | -0.5% | -7.0% | -7.9% |
| 3M | +37.2% | +4.1% | +33.1% | +35.5% |
| 6M | +26.3% | +88.0% | -61.6% | +5.2% |
| YTD | -1.0% | +75.6% | -76.5% | -14.3% |
| 1Y | +20.1% | +58.9% | -38.8% | +6.5% |
| All | +20.1% | +61.4% | -41.3% | +6.5% |
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