+69.3%
NTAP vs ADM
+27.8%
+41.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +9.9% | +0.7% | +9.1% | +9.7% |
| 30D | -22.1% | -14.7% | -7.4% | -20.0% |
| 3M | -7.7% | -10.4% | +2.7% | -6.5% |
| 6M | +60.9% | -10.9% | +71.9% | +63.1% |
| YTD | +76.4% | +26.0% | +50.4% | +67.2% |
| 1Y | +69.3% | +26.5% | +42.9% | +60.9% |
| All | +69.3% | +27.8% | +41.6% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling