+577.1%
NTAP vs AMBA
-7.1%
+584.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.8% | -11.0% | +10.2% | +1.8% |
| 30D | -0.5% | -23.2% | +22.6% | +5.3% |
| 3M | +4.1% | -12.7% | +16.8% | +4.7% |
| 6M | +88.0% | +11.2% | +76.7% | +72.9% |
| YTD | +75.6% | -11.2% | +86.8% | +69.4% |
| 1Y | +58.9% | -22.5% | +81.5% | +56.8% |
| 3Y | +153.6% | -1.3% | +154.9% | +122.4% |
| 5Y | +127.6% | -54.2% | +181.8% | +116.2% |
| All | +577.1% | -7.1% | +584.1% | +357.6% |
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