+223.0%
NTAP vs AFRM
-20.4%
+243.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | -0.8% | -7.0% | +6.2% | 0.0% |
| 30D | -0.5% | -7.8% | +7.3% | +0.2% |
| 3M | +4.1% | +5.3% | -1.2% | +3.2% |
| 6M | +88.0% | +42.6% | +45.3% | +79.5% |
| YTD | +75.6% | -2.8% | +78.4% | +74.2% |
| 1Y | +58.9% | -19.3% | +78.2% | +60.0% |
| 3Y | +153.6% | +231.0% | -77.4% | +108.3% |
| 5Y | +127.6% | -22.2% | +149.9% | +86.9% |
| All | +223.0% | -20.4% | +243.4% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling