+317.2%
ADP vs NTAP
+600.9%
-283.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +0.3% | +9.9% | -9.6% | -2.1% |
| 30D | +11.6% | -22.1% | +33.8% | +18.0% |
| 3M | +15.1% | -7.7% | +22.8% | +15.6% |
| 6M | +46.0% | +60.9% | -14.9% | +23.2% |
| YTD | +22.4% | +76.4% | -54.0% | -0.1% |
| 1Y | +24.5% | +69.3% | -44.9% | +2.7% |
| 3Y | +44.8% | +154.6% | -109.8% | -0.4% |
| 5Y | +49.1% | +131.4% | -82.4% | +4.0% |
| All | +317.2% | +600.9% | -283.7% | +100.5% |
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