-24.5%
ADSK vs NTAP
+140.4%
-164.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.2% | -2.9% |
| 7D | -2.5% | +7.4% | -9.9% | -5.3% |
| 30D | -14.9% | -1.4% | -13.5% | -14.7% |
| 3M | +3.3% | +24.6% | -21.2% | -6.4% |
| 6M | -15.7% | +105.9% | -121.5% | -41.4% |
| YTD | -28.2% | +88.5% | -116.8% | -48.2% |
| 1Y | -34.5% | +62.1% | -96.6% | -49.2% |
| 3Y | -2.9% | +169.1% | -172.0% | -47.4% |
| All | -24.5% | +140.4% | -164.9% | -59.1% |
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