+149.4%
NTAP vs AMP
+64.9%
+84.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -1.9% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -7.0% | -1.0% | -6.0% | -6.6% |
| 3M | +12.3% | +23.2% | -10.9% | 0.0% |
| 6M | +85.1% | +20.4% | +64.7% | +66.3% |
| YTD | +74.8% | +13.6% | +61.1% | +61.4% |
| 1Y | +52.7% | +13.4% | +39.3% | +40.8% |
| All | +149.4% | +64.9% | +84.5% | +84.9% |
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