+58.8%
NTAP vs AFRM
-13.0%
+71.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.5% |
| 7D | -7.8% | -8.4% | +0.6% | -6.3% |
| 30D | -25.8% | -18.3% | -7.5% | -23.3% |
| 3M | -11.2% | -12.7% | +1.5% | -9.5% |
| 6M | +49.9% | +3.0% | +46.9% | +49.3% |
| YTD | +66.9% | -11.4% | +78.3% | +66.5% |
| 1Y | +58.8% | -13.3% | +72.2% | +61.4% |
| All | +58.8% | -13.0% | +71.8% | +61.4% |
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