-5.7%
AMT vs NTAP
+61.9%
-67.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | 0.0% |
| 7D | -0.2% | +3.3% | -3.4% | 0.0% |
| 30D | +1.8% | -0.2% | +2.1% | +1.8% |
| 3M | -6.2% | +11.4% | -17.6% | -5.6% |
| 6M | -5.0% | +88.7% | -93.7% | -2.6% |
| YTD | +2.1% | +78.9% | -76.9% | +4.1% |
| 1Y | -5.7% | +58.8% | -64.6% | -5.7% |
| All | -5.7% | +61.9% | -67.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling