+270.5%
ADP vs NTAP
+583.2%
-312.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.0% |
| 7D | -5.5% | +3.3% | -8.7% | -6.3% |
| 30D | -1.2% | -0.2% | -1.0% | -1.4% |
| 3M | +17.9% | +11.4% | +6.5% | +13.6% |
| 6M | +20.3% | +88.7% | -68.4% | -1.8% |
| YTD | +5.8% | +78.9% | -73.1% | -12.6% |
| 1Y | -7.7% | +58.8% | -66.5% | -21.3% |
| 3Y | +14.7% | +153.5% | -138.8% | -19.6% |
| 5Y | +45.8% | +136.7% | -90.9% | +2.5% |
| 10Y | +270.5% | +590.2% | -319.7% | +80.5% |
| All | +270.5% | +583.2% | -312.7% | +80.5% |
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