+74.4%
NTAP vs AMDL
+47.6%
+26.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +22.3% | -22.4% | -2.9% |
| 7D | -15.1% | -26.2% | +11.1% | -12.6% |
| 30D | -28.1% | -57.1% | +29.0% | -21.5% |
| 3M | -11.4% | -29.8% | +18.4% | -9.3% |
| 6M | +52.2% | -22.2% | +74.4% | +49.1% |
| YTD | +60.4% | +142.1% | -81.7% | +30.1% |
| 1Y | +51.0% | +85.8% | -34.8% | +25.9% |
| All | +74.4% | +47.6% | +26.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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