+528.5%
NTAP vs AMC
-98.1%
+626.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.1% |
| 7D | -0.8% | +2.3% | -3.1% | -0.9% |
| 30D | -0.5% | -0.7% | +0.2% | -0.6% |
| 3M | +4.1% | +35.2% | -31.1% | +2.0% |
| 6M | +88.0% | +124.6% | -36.6% | +79.4% |
| YTD | +75.6% | +69.9% | +5.7% | +69.4% |
| 1Y | +58.9% | -2.6% | +61.5% | +56.8% |
| 3Y | +153.6% | -79.8% | +233.3% | +158.7% |
| 5Y | +127.6% | -99.4% | +227.0% | +154.7% |
| 10Y | +580.4% | -98.9% | +679.3% | +607.6% |
| All | +528.5% | -98.1% | +626.6% | +492.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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