-8.3%
ADP vs NTAP
+54.6%
-62.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -5.7% | +2.2% | -7.9% | -5.9% |
| 30D | -3.1% | -7.0% | +3.9% | -2.5% |
| 3M | +15.6% | +12.3% | +3.3% | +13.8% |
| 6M | +20.8% | +85.1% | -64.3% | +7.4% |
| YTD | +4.7% | +74.8% | -70.0% | -6.3% |
| 1Y | -8.3% | +52.7% | -61.0% | -17.1% |
| All | -8.3% | +54.6% | -62.9% | -17.1% |
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