+562.2%
NTAP vs AMP
+459.2%
+103.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.1% |
| 7D | +7.2% | +3.9% | +3.3% | +5.0% |
| 30D | -18.4% | +5.1% | -23.5% | -20.7% |
| 3M | -11.3% | -8.7% | -2.7% | -7.4% |
| 6M | +53.8% | +11.4% | +42.3% | +43.8% |
| YTD | +72.0% | +7.3% | +64.6% | +63.2% |
| 1Y | +68.0% | +14.6% | +53.5% | +53.9% |
| 3Y | +149.5% | +61.2% | +88.2% | +88.1% |
| 5Y | +125.6% | +81.0% | +44.6% | +56.4% |
| All | +562.2% | +459.2% | +103.0% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling