+68.1%
NTAP vs AMRZ
-11.5%
+79.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.8% | -2.2% |
| 7D | -16.1% | +10.3% | -26.4% | -17.3% |
| 30D | -15.9% | +18.7% | -34.6% | -18.1% |
| 3M | -1.2% | -14.6% | +13.4% | +2.0% |
| 6M | +70.1% | -12.9% | +82.9% | +74.2% |
| YTD | +77.9% | -17.4% | +95.3% | +77.4% |
| 1Y | +68.1% | -12.3% | +80.4% | +62.2% |
| All | +68.1% | -11.5% | +79.6% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling