+606.2%
NTAP vs AMCR
+100.3%
+505.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.2% | -2.4% | +9.6% | +7.8% |
| 30D | -18.4% | +3.6% | -22.0% | -19.3% |
| 3M | -11.3% | -4.2% | -7.1% | -10.7% |
| 6M | +53.8% | +15.5% | +38.2% | +46.6% |
| YTD | +72.0% | +9.7% | +62.2% | +65.4% |
| 1Y | +68.0% | +8.3% | +59.7% | +62.1% |
| 3Y | +149.5% | +15.4% | +134.1% | +133.7% |
| 5Y | +125.6% | -9.1% | +134.7% | +124.6% |
| 10Y | +583.1% | +18.6% | +564.5% | +528.3% |
| All | +606.2% | +100.3% | +505.9% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling