+301.8%
AMD vs NTAP
+135.3%
+166.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.2% | +11.1% |
| 7D | -11.0% | -15.1% | +4.0% | -1.7% |
| 30D | -30.5% | -28.1% | -2.4% | -15.7% |
| 3M | -8.2% | -11.4% | +3.2% | -0.7% |
| 6M | +6.6% | +52.2% | -45.7% | -16.2% |
| YTD | +109.7% | +60.4% | +49.3% | +57.3% |
| 1Y | +88.9% | +51.0% | +37.9% | +47.5% |
| 3Y | +301.8% | +135.6% | +166.3% | +162.4% |
| All | +301.8% | +135.3% | +166.6% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling