+20.5%
ADP vs NDAQ
+28.8%
-8.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +1.3% |
| 7D | +6.4% | +3.9% | +2.4% | +4.5% |
| 30D | +16.6% | +19.0% | -2.4% | +7.4% |
| 3M | +12.9% | +17.6% | -4.7% | +4.4% |
| 6M | +45.7% | +21.0% | +24.7% | +32.3% |
| YTD | +20.6% | +14.1% | +6.6% | +10.7% |
| 1Y | +20.5% | +29.4% | -8.9% | +9.6% |
| All | +20.5% | +28.8% | -8.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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