+137.3%
ADBE vs NTAP
+583.1%
-445.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.8% |
| 7D | +1.6% | +7.2% | -5.6% | -1.0% |
| 30D | +1.0% | -18.4% | +19.4% | +7.4% |
| 3M | -10.1% | -11.3% | +1.2% | -8.3% |
| 6M | +3.0% | +53.8% | -50.8% | -16.4% |
| YTD | -30.5% | +72.0% | -102.5% | -46.5% |
| 1Y | -27.1% | +68.0% | -95.2% | -43.4% |
| 3Y | -58.8% | +149.5% | -208.3% | -74.2% |
| 5Y | -63.0% | +125.6% | -188.6% | -76.2% |
| All | +137.3% | +583.1% | -445.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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