+189.6%
NTAP vs BAM
+81.2%
+108.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +7.2% | -2.7% | +9.9% | +8.3% |
| 30D | -18.4% | +15.5% | -33.9% | -23.5% |
| 3M | -11.3% | -6.9% | -4.5% | -9.1% |
| 6M | +53.8% | +9.9% | +43.9% | +45.6% |
| YTD | +72.0% | +1.4% | +70.6% | +68.3% |
| 1Y | +68.0% | +3.3% | +64.8% | +63.0% |
| 3Y | +149.5% | +83.6% | +65.8% | +96.6% |
| All | +189.6% | +81.2% | +108.4% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling