+1,443.4%
AMT vs NTAP
+7,195.2%
-5,751.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.1% | -1.0% |
| 7D | -2.4% | -2.4% | +0.1% | -2.0% |
| 30D | +4.2% | -23.4% | +27.6% | +10.1% |
| 3M | +13.4% | -7.5% | +20.9% | +14.3% |
| 6M | +9.4% | +56.4% | -47.0% | -4.0% |
| YTD | +11.7% | +73.6% | -61.9% | -5.1% |
| 1Y | +7.1% | +68.4% | -61.3% | -8.4% |
| 3Y | +15.1% | +150.6% | -135.5% | -14.1% |
| 5Y | -17.9% | +122.5% | -140.3% | -37.7% |
| 10Y | +133.5% | +589.7% | -456.2% | +24.0% |
| All | +1,443.4% | +7,195.2% | -5,751.8% | +151.4% |
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