+691.4%
NTAP vs AMBA
+722.2%
-30.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -9.4% | -0.3% | -7.9% |
| 7D | -22.5% | -14.6% | -7.9% | -19.9% |
| 30D | -25.7% | -18.8% | -6.9% | -22.6% |
| 3M | -9.0% | -32.6% | +23.6% | -2.2% |
| 6M | +49.2% | -25.8% | +75.0% | +51.8% |
| YTD | +60.6% | -22.1% | +82.7% | +60.2% |
| 1Y | +48.7% | -36.2% | +84.9% | +53.6% |
| 3Y | +135.6% | +10.0% | +125.6% | +108.8% |
| 5Y | +107.8% | -71.6% | +179.3% | +120.4% |
| 10Y | +609.4% | -4.7% | +614.1% | +457.8% |
| All | +691.4% | +722.2% | -30.8% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling