+119.6%
NTAP vs AMIX
-99.9%
+219.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.1% |
| 7D | -0.8% | -13.7% | +13.0% | -0.6% |
| 30D | -0.5% | -62.1% | +61.5% | +0.3% |
| 3M | +4.1% | -46.2% | +50.2% | +2.0% |
| 6M | +88.0% | -46.4% | +134.4% | +84.0% |
| YTD | +75.6% | -60.3% | +135.8% | +72.4% |
| 1Y | +58.9% | -79.7% | +138.6% | +57.0% |
| All | +119.6% | -99.9% | +219.5% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 all: compounded portfolio wealth divided by compounded AMIX 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…
all analysis · Full analysis span regression · 6 months rolling