+122.8%
NTAP vs AMCR
-9.6%
+132.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.0% | -5.0% | +4.0% | +0.6% |
| 30D | -7.5% | -8.0% | +0.5% | -5.1% |
| 3M | +14.6% | +14.3% | +0.4% | +8.9% |
| 6M | +91.0% | +5.3% | +85.7% | +85.4% |
| YTD | +73.7% | +7.7% | +66.0% | +66.5% |
| 1Y | +51.2% | +10.8% | +40.4% | +42.9% |
| 3Y | +146.1% | +9.6% | +136.5% | +125.2% |
| 5Y | +122.8% | -10.2% | +133.0% | +131.4% |
| All | +122.8% | -9.6% | +132.4% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling