+17,983.5%
NTAP vs ADM
+995.1%
+16,988.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -15.1% | -9.0% | -6.0% | -12.3% |
| 30D | -28.1% | -14.0% | -14.1% | -24.4% |
| 3M | -11.4% | -9.2% | -2.3% | -8.9% |
| 6M | +52.2% | -9.2% | +61.4% | +56.2% |
| YTD | +60.4% | +24.2% | +36.2% | +46.7% |
| 1Y | +51.0% | +27.0% | +24.0% | +36.7% |
| 3Y | +135.6% | +6.6% | +128.9% | +117.9% |
| 5Y | +107.5% | +25.0% | +82.6% | +76.8% |
| 10Y | +608.6% | +100.2% | +508.4% | +401.3% |
| All | +17,983.5% | +995.1% | +16,988.4% | +6,493.6% |
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