+19.9%
JPM vs NTAP
+51.1%
-31.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -2.3% | -1.0% | -1.4% | -2.3% |
| 30D | -2.3% | -7.5% | +5.2% | -1.6% |
| 3M | +14.9% | +14.6% | +0.3% | +13.3% |
| 6M | +23.6% | +91.0% | -67.4% | +11.6% |
| YTD | +11.3% | +73.7% | -62.4% | +2.2% |
| 1Y | +19.9% | +51.2% | -31.3% | +11.4% |
| All | +19.9% | +51.1% | -31.2% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling