-2.9%
ADSK vs NTAP
+165.5%
-168.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.2% | -1.8% |
| 7D | -2.5% | +7.4% | -9.9% | -4.4% |
| 30D | -14.9% | -1.4% | -13.5% | -14.7% |
| 3M | +3.3% | +24.6% | -21.2% | -3.3% |
| 6M | -15.7% | +105.9% | -121.5% | -35.0% |
| YTD | -28.2% | +88.5% | -116.8% | -43.0% |
| 1Y | -34.5% | +62.1% | -96.6% | -45.2% |
| 3Y | -2.9% | +169.1% | -172.0% | -33.8% |
| All | -2.9% | +165.5% | -168.4% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling