+465.0%
JPM vs NTAP
+583.1%
-118.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.8% |
| 7D | +3.5% | +7.2% | -3.7% | +1.2% |
| 30D | +3.3% | -18.4% | +21.6% | +9.4% |
| 3M | -4.2% | -11.3% | +7.1% | -1.8% |
| 6M | +16.4% | +53.8% | -37.4% | -3.2% |
| YTD | +9.5% | +72.0% | -62.5% | -13.3% |
| 1Y | +14.0% | +68.0% | -54.0% | -9.1% |
| 3Y | +153.1% | +149.5% | +3.6% | +64.7% |
| 5Y | +134.9% | +125.6% | +9.3% | +55.9% |
| All | +465.0% | +583.1% | -118.2% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling