+616.7%
ADI vs NTAP
+591.7%
+25.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +1.3% | -1.0% | +2.3% | +1.7% |
| 30D | -6.0% | -7.5% | +1.5% | -2.9% |
| 3M | -7.7% | +14.6% | -22.3% | -13.7% |
| 6M | +14.0% | +91.0% | -77.0% | -17.6% |
| YTD | +34.4% | +73.7% | -39.3% | +0.9% |
| 1Y | +48.0% | +51.2% | -3.3% | +18.5% |
| 3Y | +113.3% | +146.1% | -32.8% | +33.1% |
| 5Y | +131.1% | +122.8% | +8.3% | +48.3% |
| All | +616.7% | +591.7% | +25.0% | +183.0% |
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