+140.1%
AMT vs NTAP
+600.9%
-460.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | -2.2% | +9.9% | -12.0% | -3.3% |
| 30D | +5.8% | -22.1% | +27.9% | +8.8% |
| 3M | +12.6% | -7.7% | +20.3% | +13.1% |
| 6M | +8.3% | +60.9% | -52.6% | -0.1% |
| YTD | +11.4% | +76.4% | -65.0% | +1.0% |
| 1Y | +7.7% | +69.3% | -61.6% | -1.8% |
| 3Y | +14.8% | +154.6% | -139.8% | -6.4% |
| 5Y | -18.0% | +131.4% | -149.4% | -32.9% |
| All | +140.1% | +600.9% | -460.8% | +56.7% |
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