+68.1%
NTAP vs AFRM
+8.5%
+59.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.7% | -2.3% |
| 7D | -16.1% | +3.1% | -19.2% | -16.5% |
| 30D | -15.9% | +1.1% | -17.1% | -16.0% |
| 3M | -1.2% | -3.2% | +2.0% | -1.1% |
| 6M | +70.1% | +12.7% | +57.4% | +66.8% |
| YTD | +77.9% | +1.6% | +76.4% | +73.2% |
| 1Y | +68.1% | +5.9% | +62.3% | +62.9% |
| All | +68.1% | +8.5% | +59.6% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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