+7.0%
AMT vs NTAP
+148.5%
-141.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -0.8% | +0.5% | -0.2% |
| 30D | +4.6% | -0.5% | +5.2% | +4.6% |
| 3M | -8.4% | +4.1% | -12.5% | -8.2% |
| 6M | -6.0% | +88.0% | -94.0% | -4.7% |
| YTD | +2.1% | +75.6% | -73.4% | +3.4% |
| 1Y | -6.4% | +58.9% | -65.3% | -5.4% |
| All | +7.0% | +148.5% | -141.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling