+124.8%
NTAP vs AME
+83.9%
+40.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +2.2% | +1.3% | +0.9% | +1.4% |
| 30D | -7.0% | -6.6% | -0.5% | -3.2% |
| 3M | +12.3% | +3.0% | +9.3% | +10.1% |
| 6M | +85.1% | +5.3% | +79.8% | +77.4% |
| YTD | +74.8% | +15.4% | +59.3% | +57.4% |
| 1Y | +52.7% | +26.8% | +25.9% | +29.1% |
| 3Y | +147.7% | +56.5% | +91.1% | +79.4% |
| 5Y | +124.8% | +85.2% | +39.5% | +42.3% |
| All | +124.8% | +83.9% | +40.9% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling