Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NTAP vs AMP✓SelectedUSD · AMPNTAP vs AMP performance historyLatest closeAs of+1.91%09/08
Stock and ETF performance explorer

NTAP vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,027.0%
AMP return
+2,108.3%
Excess return
-1,081.3%
Maximum drawdown
-74.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
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