+270.5%
ADP vs NDAQ
+372.3%
-101.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.4% |
| 7D | -5.5% | -2.6% | -2.9% | -4.1% |
| 30D | -1.2% | +0.5% | -1.7% | -1.5% |
| 3M | +17.9% | +9.9% | +7.9% | +11.3% |
| 6M | +20.3% | +8.2% | +12.1% | +14.3% |
| YTD | +5.8% | -1.5% | +7.3% | +5.7% |
| 1Y | -7.7% | +1.3% | -9.0% | -9.6% |
| 3Y | +14.7% | +92.6% | -77.9% | -24.7% |
| 5Y | +45.8% | +53.8% | -8.0% | +7.4% |
| 10Y | +270.5% | +376.0% | -105.5% | +40.9% |
| All | +270.5% | +372.3% | -101.8% | +40.9% |
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