+313.7%
ADP vs NTAP
+608.6%
-294.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.4% |
| 7D | +1.1% | -5.0% | +6.1% | +2.1% |
| 30D | +11.5% | -25.8% | +37.3% | +19.3% |
| 3M | +12.0% | -6.9% | +18.9% | +12.2% |
| 6M | +43.8% | +50.0% | -6.2% | +23.6% |
| YTD | +20.1% | +66.9% | -46.9% | -0.6% |
| 1Y | +22.3% | +58.3% | -36.0% | +2.7% |
| 3Y | +43.3% | +145.1% | -101.8% | -0.7% |
| 5Y | +47.3% | +114.2% | -66.9% | +5.0% |
| 10Y | +313.7% | +576.6% | -262.9% | +100.6% |
| All | +313.7% | +608.6% | -294.9% | +100.6% |
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