+625.8%
NTAP vs AMCR
+14.6%
+611.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.6% | +10.1% | +9.1% |
| 7D | +7.4% | -6.3% | +13.6% | +9.6% |
| 30D | -1.4% | -7.8% | +6.4% | +1.1% |
| 3M | +24.6% | +7.5% | +17.0% | +20.8% |
| 6M | +105.9% | +2.7% | +103.2% | +101.2% |
| YTD | +88.5% | +6.0% | +82.5% | +81.6% |
| 1Y | +62.1% | +7.8% | +54.3% | +54.9% |
| 3Y | +169.1% | +5.8% | +163.3% | +153.7% |
| 5Y | +141.9% | -11.6% | +153.5% | +143.1% |
| All | +625.8% | +14.6% | +611.2% | +537.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling