+315.5%
ADP vs NDAQ
+476.9%
-161.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +3.2% | +0.8% | +2.4% | +2.7% |
| 30D | +14.9% | +16.5% | -1.6% | +5.3% |
| 3M | +11.6% | +13.5% | -1.9% | +3.6% |
| 6M | +48.5% | +20.9% | +27.5% | +32.4% |
| YTD | +20.6% | +11.4% | +9.2% | +12.0% |
| 1Y | +23.7% | +25.9% | -2.2% | +7.0% |
| 3Y | +47.8% | +119.9% | -72.1% | -10.2% |
| 5Y | +47.7% | +61.7% | -14.0% | +6.4% |
| All | +315.5% | +476.9% | -161.4% | +42.7% |
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