+634.8%
NTAP vs AMCR
+102.7%
+532.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +3.3% | -1.8% | +5.1% | +3.7% |
| 30D | -0.2% | -6.0% | +5.8% | +1.2% |
| 3M | +11.4% | +18.9% | -7.5% | +6.0% |
| 6M | +88.7% | +5.7% | +83.0% | +84.3% |
| YTD | +78.9% | +11.1% | +67.8% | +72.1% |
| 1Y | +58.8% | +14.4% | +44.4% | +51.3% |
| 3Y | +153.5% | +13.0% | +140.5% | +139.4% |
| 5Y | +136.7% | -7.5% | +144.3% | +135.4% |
| 10Y | +590.2% | +20.1% | +570.1% | +534.9% |
| All | +634.8% | +102.7% | +532.0% | +543.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling