+78.2%
NTAP vs AMRZ
-19.2%
+97.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | +7.2% | -2.1% | +9.3% | +7.5% |
| 30D | -18.4% | +13.0% | -31.3% | -20.1% |
| 3M | -11.3% | -12.1% | +0.8% | -9.1% |
| 6M | +53.8% | -19.1% | +72.9% | +59.5% |
| YTD | +72.0% | -23.3% | +95.2% | +77.1% |
| 1Y | +68.0% | -16.6% | +84.6% | +68.9% |
| All | +78.2% | -19.2% | +97.4% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling