+105.4%
AMT vs NTAP
+581.2%
-475.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.1% |
| 7D | +1.5% | +2.2% | -0.7% | +1.2% |
| 30D | +3.7% | -7.0% | +10.8% | +4.7% |
| 3M | -7.2% | +12.3% | -19.5% | -8.9% |
| 6M | -4.2% | +85.1% | -89.3% | -13.1% |
| YTD | +1.9% | +74.8% | -72.9% | -7.0% |
| 1Y | -6.4% | +52.7% | -59.0% | -12.9% |
| 3Y | +7.7% | +147.7% | -139.9% | -11.2% |
| 5Y | -30.9% | +124.8% | -155.7% | -42.9% |
| 10Y | +105.4% | +589.7% | -484.3% | +36.0% |
| All | +105.4% | +581.2% | -475.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling