+24.5%
ADP vs NTAP
+70.2%
-45.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | +0.3% | +9.9% | -9.6% | +0.1% |
| 30D | +11.6% | -22.1% | +33.8% | +12.6% |
| 3M | +15.1% | -7.7% | +22.8% | +14.6% |
| 6M | +46.0% | +60.9% | -14.9% | +32.3% |
| YTD | +22.4% | +76.4% | -54.0% | +7.5% |
| 1Y | +24.5% | +69.3% | -44.9% | +9.4% |
| All | +24.5% | +70.2% | -45.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling