+161.4%
JPM vs NTAP
+144.6%
+16.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.3% | -1.0% | -1.4% | -2.2% |
| 30D | -2.3% | -7.5% | +5.2% | -1.1% |
| 3M | +14.9% | +14.6% | +0.3% | +11.9% |
| 6M | +23.6% | +91.0% | -67.4% | +7.1% |
| YTD | +11.3% | +73.7% | -62.4% | -1.8% |
| 1Y | +19.9% | +51.2% | -31.3% | +8.9% |
| All | +161.4% | +144.6% | +16.8% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling