+19,691.7%
NTAP vs ADM
+1,224.2%
+18,467.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.8% | +3.8% | -4.5% | -2.1% |
| 30D | -0.5% | +9.8% | -10.3% | -3.9% |
| 3M | +4.1% | +2.1% | +1.9% | +3.0% |
| 6M | +88.0% | +27.5% | +60.4% | +71.4% |
| YTD | +75.6% | +50.2% | +25.4% | +50.8% |
| 1Y | +58.9% | +40.6% | +18.3% | +39.0% |
| 3Y | +153.6% | +17.2% | +136.3% | +127.9% |
| 5Y | +127.6% | +61.9% | +65.8% | +77.4% |
| 10Y | +580.4% | +159.3% | +421.1% | +341.1% |
| All | +19,691.7% | +1,224.2% | +18,467.5% | +6,679.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling