+105.6%
NTAP vs ADM
+24.5%
+81.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -15.1% | -9.0% | -6.0% | -13.6% |
| 30D | -28.1% | -14.0% | -14.1% | -26.1% |
| 3M | -11.4% | -9.2% | -2.3% | -10.2% |
| 6M | +52.2% | -9.2% | +61.4% | +54.3% |
| YTD | +60.4% | +24.2% | +36.2% | +53.0% |
| 1Y | +51.0% | +27.0% | +24.0% | +43.2% |
| 3Y | +135.6% | +6.6% | +128.9% | +126.3% |
| All | +105.6% | +24.5% | +81.2% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling