+278.7%
AMD vs NTAP
+122.6%
+156.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.3% | +4.5% |
| 7D | +13.1% | -2.4% | +15.5% | +16.2% |
| 30D | -7.0% | -23.4% | +16.5% | +12.9% |
| 3M | +16.6% | -7.5% | +24.1% | +24.2% |
| 6M | +20.5% | +56.4% | -35.9% | -14.2% |
| YTD | +158.2% | +73.6% | +84.5% | +66.2% |
| 1Y | +132.8% | +68.4% | +64.4% | +53.4% |
| 3Y | +366.2% | +150.6% | +215.6% | +101.2% |
| 5Y | +278.7% | +122.5% | +156.2% | +78.0% |
| All | +278.7% | +122.6% | +156.0% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling