-31.3%
AMT vs NTAP
+128.6%
-159.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 6M | -6.0% | +88.0% | -94.0% | -11.9% |
| YTD | +2.1% | +75.6% | -73.4% | -3.7% |
| 1Y | -6.4% | +58.9% | -65.3% | -10.9% |
| 3Y | +8.1% | +153.6% | -145.5% | -11.6% |
| All | -31.3% | +128.6% | -159.9% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling