+3,233.3%
ADP vs NTAP
+23,420.6%
-20,187.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | -0.8% | -2.7% | -3.3% |
| 30D | +2.8% | -0.5% | +3.3% | +2.8% |
| 3M | +20.9% | +4.1% | +16.9% | +19.8% |
| 6M | +29.9% | +88.0% | -58.1% | +18.2% |
| YTD | +9.6% | +75.6% | -65.9% | +0.6% |
| 1Y | -5.3% | +58.9% | -64.2% | -12.0% |
| 3Y | +16.5% | +153.6% | -137.1% | +0.1% |
| 5Y | +49.4% | +127.6% | -78.2% | +29.6% |
| 10Y | +282.2% | +580.4% | -298.2% | +183.9% |
| All | +3,233.3% | +23,420.6% | -20,187.3% | +1,300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling