+3,988.8%
JPM vs NTAP
+22,937.7%
-18,948.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.5% |
| 7D | +3.5% | +7.2% | -3.7% | +1.9% |
| 30D | +3.3% | -18.4% | +21.6% | +7.6% |
| 3M | -4.2% | -11.3% | +7.1% | -2.4% |
| 6M | +16.4% | +53.8% | -37.4% | +3.5% |
| YTD | +9.5% | +72.0% | -62.5% | -5.6% |
| 1Y | +14.0% | +68.0% | -54.0% | -1.3% |
| 3Y | +153.1% | +149.5% | +3.6% | +96.2% |
| 5Y | +134.9% | +125.6% | +9.3% | +84.9% |
| 10Y | +485.7% | +583.1% | -97.4% | +251.1% |
| All | +3,988.8% | +22,937.7% | -18,948.9% | +1,019.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling