+4,114.8%
JPM vs NTAP
+23,420.6%
-19,305.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -0.8% | +1.0% | +0.5% |
| 30D | -0.2% | -0.5% | +0.4% | -0.2% |
| 3M | +15.9% | +4.1% | +11.8% | +14.3% |
| 6M | +20.9% | +88.0% | -67.0% | +3.3% |
| YTD | +12.9% | +75.6% | -62.7% | -2.4% |
| 1Y | +20.3% | +58.9% | -38.6% | +6.2% |
| 3Y | +160.9% | +153.6% | +7.4% | +103.0% |
| 5Y | +154.8% | +127.6% | +27.2% | +101.6% |
| 10Y | +591.1% | +580.4% | +10.7% | +317.4% |
| All | +4,114.8% | +23,420.6% | -19,305.8% | +1,057.1% |
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 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