+122.8%
NTAP vs AMP
+118.7%
+4.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -1.0% | -2.0% | +1.1% | +0.2% |
| 30D | -7.5% | -1.7% | -5.8% | -6.7% |
| 3M | +14.6% | +23.2% | -8.6% | +1.7% |
| 6M | +91.0% | +22.2% | +68.8% | +69.5% |
| YTD | +73.7% | +14.0% | +59.7% | +59.7% |
| 1Y | +51.2% | +14.0% | +37.2% | +38.7% |
| 3Y | +146.1% | +67.0% | +79.1% | +78.4% |
| 5Y | +122.8% | +123.2% | -0.4% | +33.5% |
| All | +122.8% | +118.7% | +4.1% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling