+152.5%
JPM vs NTAP
+129.9%
+22.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.9% |
| 7D | -0.4% | +2.2% | -2.6% | -1.0% |
| 30D | -1.4% | -7.0% | +5.6% | +0.3% |
| 3M | +13.9% | +12.3% | +1.6% | +10.1% |
| 6M | +23.5% | +85.1% | -61.6% | +1.8% |
| YTD | +11.6% | +74.8% | -63.1% | -6.7% |
| 1Y | +21.4% | +52.7% | -31.3% | +5.5% |
| 3Y | +163.4% | +147.7% | +15.8% | +84.0% |
| 5Y | +152.5% | +124.8% | +27.7% | +76.4% |
| All | +152.5% | +129.9% | +22.6% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling