+148.0%
ADBE vs NTAP
+591.7%
-443.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.1% |
| 7D | -12.9% | -1.0% | -12.0% | -12.6% |
| 30D | -5.6% | -7.5% | +1.8% | -3.1% |
| 3M | +6.6% | +14.6% | -8.0% | +0.2% |
| 6M | -9.6% | +91.0% | -100.6% | -31.2% |
| YTD | -28.9% | +73.7% | -102.6% | -44.2% |
| 1Y | -28.9% | +51.2% | -80.2% | -41.3% |
| 3Y | -55.6% | +146.1% | -201.7% | -71.4% |
| 5Y | -62.2% | +122.8% | -185.1% | -75.0% |
| All | +148.0% | +591.7% | -443.7% | +8.5% |
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