+3,845.4%
AMD vs NTAP
+21,414.7%
-17,569.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.7% | -7.5% | -13.5% |
| 7D | -28.6% | -22.5% | -6.2% | -20.6% |
| 30D | -37.7% | -25.7% | -12.0% | -29.5% |
| 3M | -16.1% | -9.0% | -7.1% | -12.4% |
| 6M | +13.8% | +49.2% | -35.4% | -3.3% |
| YTD | +88.8% | +60.6% | +28.2% | +54.6% |
| 1Y | +57.8% | +48.7% | +9.1% | +33.2% |
| 3Y | +260.3% | +135.6% | +124.7% | +154.0% |
| 5Y | +196.6% | +107.8% | +88.9% | +123.4% |
| 10Y | +6,064.6% | +609.4% | +5,455.2% | +2,743.2% |
| All | +3,845.4% | +21,414.7% | -17,569.3% | +503.7% |
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