+18,710.3%
NTAP vs ADM
+984.6%
+17,725.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -7.8% | -1.8% | -5.9% | -7.1% |
| 30D | -25.8% | -13.3% | -12.5% | -22.2% |
| 3M | -11.2% | -13.4% | +2.1% | -7.2% |
| 6M | +49.9% | -9.6% | +59.5% | +54.2% |
| YTD | +66.9% | +23.0% | +43.8% | +53.1% |
| 1Y | +58.8% | +27.4% | +31.5% | +43.6% |
| 3Y | +140.8% | +5.7% | +135.2% | +123.4% |
| 5Y | +115.0% | +22.1% | +92.9% | +84.8% |
| 10Y | +570.8% | +106.0% | +464.8% | +370.3% |
| All | +18,710.3% | +984.6% | +17,725.7% | +6,781.7% |
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