+585.7%
JPM vs NTAP
+591.7%
-6.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.3% | -1.0% | -1.4% | -2.1% |
| 30D | -2.3% | -7.5% | +5.2% | +0.1% |
| 3M | +14.9% | +14.6% | +0.3% | +9.0% |
| 6M | +23.6% | +91.0% | -67.4% | -4.1% |
| YTD | +11.3% | +73.7% | -62.4% | -11.1% |
| 1Y | +19.9% | +51.2% | -31.3% | +0.4% |
| 3Y | +162.6% | +146.1% | +16.5% | +73.9% |
| 5Y | +154.6% | +122.8% | +31.8% | +71.7% |
| All | +585.7% | +591.7% | -6.0% | +180.4% |
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 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