+68.1%
NTAP vs AME
+21.1%
+47.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | +0.6% |
| 7D | -16.1% | -4.4% | -11.6% | -14.1% |
| 30D | -15.9% | -5.9% | -10.1% | -13.4% |
| 3M | -1.2% | -6.5% | +5.3% | +1.4% |
| 6M | +70.1% | +3.2% | +66.9% | +69.4% |
| YTD | +77.9% | +16.0% | +61.9% | +59.0% |
| 1Y | +68.1% | +20.4% | +47.7% | +44.6% |
| All | +68.1% | +21.1% | +47.0% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling