+37.2%
AMGN vs NTAP
+63.1%
-26.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.5% | -9.9% | -1.5% |
| 7D | -13.7% | +7.4% | -21.1% | -13.8% |
| 30D | -8.8% | -1.4% | -7.4% | -8.7% |
| 3M | +7.2% | +24.6% | -17.4% | +6.1% |
| 6M | +1.3% | +105.9% | -104.6% | -6.9% |
| YTD | +17.6% | +88.5% | -70.9% | +8.1% |
| 1Y | +37.2% | +62.1% | -24.9% | +28.5% |
| All | +37.2% | +63.1% | -26.0% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling