+1,431.6%
AMT vs NTAP
+6,640.2%
-5,208.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.5% | -15.1% | +15.6% | +4.1% |
| 30D | +13.6% | -28.1% | +41.7% | +21.9% |
| 3M | +11.5% | -11.4% | +22.9% | +13.5% |
| 6M | +6.9% | +52.2% | -45.3% | -5.6% |
| YTD | +10.8% | +60.4% | -49.6% | -4.0% |
| 1Y | +10.3% | +51.0% | -40.7% | -3.2% |
| 3Y | +12.4% | +135.6% | -123.1% | -14.9% |
| 5Y | -20.1% | +107.5% | -127.6% | -38.3% |
| 10Y | +116.8% | +608.6% | -491.8% | +14.2% |
| All | +1,431.6% | +6,640.2% | -5,208.6% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling