+570.8%
NTAP vs AME
+438.4%
+132.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -7.8% | -4.1% | -3.6% | -5.0% |
| 30D | -25.8% | -4.1% | -21.7% | -23.5% |
| 3M | -11.2% | -5.6% | -5.6% | -7.5% |
| 6M | +49.9% | +2.8% | +47.1% | +47.1% |
| YTD | +66.9% | +16.6% | +50.3% | +48.9% |
| 1Y | +58.8% | +21.1% | +37.8% | +38.1% |
| 3Y | +140.8% | +61.1% | +79.7% | +69.3% |
| 5Y | +115.0% | +76.6% | +38.4% | +39.9% |
| 10Y | +570.8% | +431.3% | +139.5% | +146.4% |
| All | +570.8% | +438.4% | +132.4% | +146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling