+44.9%
AMZN vs NTAP
+129.9%
-85.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | -1.0% | +2.2% | -3.2% | -1.8% |
| 30D | -9.2% | -7.0% | -2.2% | -7.0% |
| 3M | +3.4% | +12.3% | -8.9% | -1.9% |
| 6M | +18.2% | +85.1% | -66.9% | -11.7% |
| YTD | +9.3% | +74.8% | -65.4% | -16.7% |
| 1Y | +5.9% | +52.7% | -46.7% | -14.1% |
| 3Y | +82.6% | +147.7% | -65.1% | +8.7% |
| 5Y | +44.9% | +124.8% | -79.9% | -15.2% |
| All | +44.9% | +129.9% | -85.0% | -15.2% |
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