+49.1%
ADP vs NDAQ
+60.8%
-11.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +3.2% | +0.8% | +2.4% | +2.8% |
| 30D | +14.9% | +16.5% | -1.6% | +6.7% |
| 3M | +11.6% | +13.5% | -1.9% | +4.8% |
| 6M | +48.5% | +20.9% | +27.5% | +34.8% |
| YTD | +20.6% | +11.4% | +9.2% | +13.3% |
| 1Y | +23.7% | +25.9% | -2.2% | +9.5% |
| 3Y | +47.8% | +119.9% | -72.1% | -2.6% |
| All | +49.1% | +60.8% | -11.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling