+207.0%
NTAP vs AFRM
-27.4%
+234.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.3% |
| 7D | -7.8% | -8.4% | +0.6% | -6.8% |
| 30D | -25.8% | -18.3% | -7.5% | -24.1% |
| 3M | -11.2% | -12.7% | +1.5% | -10.2% |
| 6M | +49.9% | +3.0% | +46.9% | +48.6% |
| YTD | +66.9% | -11.4% | +78.3% | +67.1% |
| 1Y | +58.8% | -13.3% | +72.2% | +59.1% |
| 3Y | +140.8% | +194.0% | -53.2% | +101.8% |
| 5Y | +115.0% | -50.6% | +165.6% | +82.3% |
| All | +207.0% | -27.4% | +234.4% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling