+589.7%
NTAP vs ADM
+171.4%
+418.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -3.3% |
| 7D | +2.2% | +1.4% | +0.8% | +1.6% |
| 30D | -7.0% | +8.2% | -15.2% | -10.1% |
| 3M | +12.3% | +8.7% | +3.6% | +8.2% |
| 6M | +85.1% | +29.1% | +56.0% | +66.0% |
| YTD | +74.8% | +53.7% | +21.1% | +45.7% |
| 1Y | +52.7% | +43.2% | +9.4% | +30.2% |
| 3Y | +147.7% | +21.4% | +126.2% | +119.1% |
| 5Y | +124.8% | +67.1% | +57.7% | +55.5% |
| 10Y | +589.7% | +176.6% | +413.1% | +238.1% |
| All | +589.7% | +171.4% | +418.3% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling