+572.0%
NTAP vs AMBA
-0.9%
+572.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -1.5% |
| 7D | -15.1% | -7.2% | -7.8% | -13.5% |
| 30D | -28.1% | -10.4% | -17.7% | -26.2% |
| 3M | -11.4% | -30.1% | +18.7% | -4.4% |
| 6M | +52.2% | -22.4% | +74.6% | +53.3% |
| YTD | +60.4% | -17.3% | +77.8% | +57.0% |
| 1Y | +51.0% | -35.4% | +86.4% | +56.2% |
| 3Y | +135.6% | +18.6% | +116.9% | +97.3% |
| 5Y | +107.5% | -69.8% | +177.3% | +119.5% |
| All | +572.0% | -0.9% | +572.8% | +335.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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