+7,765.4%
AMD vs NTAP
+583.1%
+7,182.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.5% | -6.2% | -7.2% |
| 7D | +18.9% | +7.2% | +11.7% | +14.6% |
| 30D | -6.4% | -18.4% | +11.9% | +7.1% |
| 3M | +10.6% | -11.3% | +21.9% | +20.1% |
| 6M | +19.9% | +53.8% | -33.9% | -8.7% |
| YTD | +149.4% | +72.0% | +77.4% | +74.6% |
| 1Y | +115.4% | +68.0% | +47.4% | +52.8% |
| 3Y | +357.3% | +149.5% | +207.8% | +148.9% |
| 5Y | +261.1% | +125.6% | +135.5% | +109.6% |
| All | +7,765.4% | +583.1% | +7,182.3% | +1,967.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling