+49.1%
ADP vs NTAP
+106.9%
-57.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.2% | -15.1% | +18.3% | +5.8% |
| 30D | +14.9% | -28.1% | +43.0% | +20.7% |
| 3M | +11.6% | -11.4% | +23.1% | +12.4% |
| 6M | +48.5% | +52.2% | -3.8% | +31.1% |
| YTD | +20.6% | +60.4% | -39.8% | +4.7% |
| 1Y | +23.7% | +51.0% | -27.3% | +8.8% |
| 3Y | +47.8% | +135.6% | -87.8% | +7.2% |
| All | +49.1% | +106.9% | -57.8% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling