+153.5%
NTAP vs AME
+55.3%
+98.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.3% | +2.8% | +0.5% | +1.8% |
| 30D | -0.2% | -6.3% | +6.1% | +3.2% |
| 3M | +11.4% | +5.4% | +6.0% | +8.1% |
| 6M | +88.7% | +7.4% | +81.2% | +79.6% |
| YTD | +78.9% | +16.2% | +62.8% | +61.9% |
| 1Y | +58.8% | +26.8% | +32.0% | +36.0% |
| 3Y | +153.5% | +57.5% | +96.0% | +91.3% |
| All | +153.5% | +55.3% | +98.3% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling