+170.2%
NTAP vs BAM
+86.2%
+83.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -15.1% | +9.7% | -24.8% | -18.4% |
| 30D | -28.1% | +19.0% | -47.1% | -33.3% |
| 3M | -11.4% | +0.6% | -12.0% | -12.1% |
| 6M | +52.2% | +11.1% | +41.1% | +43.7% |
| YTD | +60.4% | +4.2% | +56.2% | +55.4% |
| 1Y | +51.0% | +3.3% | +47.7% | +46.6% |
| 3Y | +135.6% | +88.8% | +46.8% | +83.7% |
| All | +170.2% | +86.2% | +83.9% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling