+2,408.9%
ADSK vs NTAP
+23,168.4%
-20,759.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -10.9% | -1.0% | -9.9% | -10.7% |
| 30D | -15.9% | -7.5% | -8.4% | -14.3% |
| 3M | -4.4% | +14.6% | -19.0% | -8.2% |
| 6M | -16.6% | +91.0% | -107.6% | -31.0% |
| YTD | -28.5% | +73.7% | -102.2% | -39.5% |
| 1Y | -34.6% | +51.2% | -85.9% | -42.7% |
| 3Y | -3.5% | +146.1% | -149.6% | -26.6% |
| 5Y | -25.6% | +122.8% | -148.4% | -41.9% |
| 10Y | +216.6% | +585.5% | -368.9% | +82.5% |
| All | +2,408.9% | +23,168.4% | -20,759.5% | +524.2% |
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