+589.7%
NTAP vs AME
+425.2%
+164.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | +2.2% | +1.3% | +0.9% | +1.3% |
| 30D | -7.0% | -6.6% | -0.5% | -2.8% |
| 3M | +12.3% | +3.0% | +9.3% | +9.8% |
| 6M | +85.1% | +5.3% | +79.8% | +76.7% |
| YTD | +74.8% | +15.4% | +59.3% | +56.3% |
| 1Y | +52.7% | +26.8% | +25.9% | +27.8% |
| 3Y | +147.7% | +56.5% | +91.1% | +76.6% |
| 5Y | +124.8% | +85.2% | +39.5% | +40.7% |
| 10Y | +589.7% | +428.5% | +161.2% | +139.6% |
| All | +589.7% | +425.2% | +164.5% | +139.6% |
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 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