-31.9%
ADSK vs NTAP
+61.4%
-93.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.1% | -8.4% | -8.3% |
| 7D | -16.4% | -0.8% | -15.6% | -16.3% |
| 30D | -9.2% | -0.5% | -8.7% | -9.2% |
| 3M | -6.7% | +4.1% | -10.8% | -7.3% |
| 6M | -15.5% | +88.0% | -103.5% | -29.8% |
| YTD | -26.4% | +75.6% | -102.0% | -37.9% |
| 1Y | -31.9% | +58.9% | -90.8% | -40.5% |
| All | -31.9% | +61.4% | -93.3% | -40.5% |
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