+1,027.0%
NTAP vs AMP
+2,108.3%
-1,081.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +3.3% | +2.6% | +0.7% | +2.0% |
| 30D | -0.2% | +0.8% | -1.1% | -0.6% |
| 3M | +11.4% | +24.3% | -12.9% | +0.6% |
| 6M | +88.7% | +20.6% | +68.1% | +72.3% |
| YTD | +78.9% | +14.6% | +64.3% | +66.8% |
| 1Y | +58.8% | +14.5% | +44.3% | +47.8% |
| 3Y | +153.5% | +67.9% | +85.6% | +96.9% |
| 5Y | +136.7% | +122.5% | +14.2% | +59.8% |
| 10Y | +590.2% | +573.3% | +16.9% | +170.2% |
| All | +1,027.0% | +2,108.3% | -1,081.3% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling