+149.5%
NTAP vs AMP
+61.6%
+87.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.1% |
| 7D | +7.2% | +3.9% | +3.3% | +5.1% |
| 30D | -18.4% | +5.1% | -23.5% | -20.6% |
| 3M | -11.3% | -8.7% | -2.7% | -7.2% |
| 6M | +53.8% | +11.4% | +42.3% | +43.8% |
| YTD | +72.0% | +7.3% | +64.6% | +63.1% |
| 1Y | +68.0% | +14.6% | +53.5% | +53.1% |
| 3Y | +149.5% | +61.2% | +88.2% | +70.9% |
| All | +149.5% | +61.6% | +87.9% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling