+5,294.1%
AMD vs NTAP
+23,159.9%
-17,865.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.3% | +5.7% |
| 7D | +13.1% | -2.4% | +15.5% | +15.0% |
| 30D | -7.0% | -23.4% | +16.5% | +4.4% |
| 3M | +16.6% | -7.5% | +24.1% | +21.3% |
| 6M | +20.5% | +56.4% | -35.9% | +0.7% |
| YTD | +158.2% | +73.6% | +84.5% | +105.4% |
| 1Y | +132.8% | +68.4% | +64.4% | +87.4% |
| 3Y | +366.2% | +150.6% | +215.6% | +221.4% |
| 5Y | +278.7% | +122.5% | +156.2% | +178.1% |
| 10Y | +8,164.6% | +589.7% | +7,574.9% | +3,747.8% |
| All | +5,294.1% | +23,159.9% | -17,865.8% | +702.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling