+318.8%
ADP vs NDAQ
+475.0%
-156.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +11.9% | +16.3% | -4.4% | +2.6% |
| 3M | +13.7% | +15.8% | -2.1% | +4.4% |
| 6M | +46.8% | +24.8% | +21.9% | +28.6% |
| YTD | +21.8% | +14.1% | +7.7% | +11.6% |
| 1Y | +23.5% | +26.5% | -3.0% | +6.6% |
| 3Y | +44.1% | +119.1% | -75.1% | -12.2% |
| 5Y | +49.9% | +70.9% | -21.1% | +4.4% |
| 10Y | +318.8% | +479.7% | -161.0% | +42.0% |
| All | +318.8% | +475.0% | -156.3% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling