+1,472.3%
ADP vs NDAQ
+2,593.6%
-1,121.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | +14.9% | +16.5% | -1.6% | +10.6% |
| 3M | +11.6% | +13.5% | -1.9% | +8.1% |
| 6M | +48.5% | +20.9% | +27.5% | +41.3% |
| YTD | +20.6% | +11.4% | +9.2% | +17.0% |
| 1Y | +23.7% | +25.9% | -2.2% | +16.4% |
| 3Y | +47.8% | +119.9% | -72.1% | +21.1% |
| 5Y | +47.7% | +61.7% | -14.0% | +29.5% |
| 10Y | +324.0% | +481.6% | -157.6% | +185.2% |
| All | +1,472.3% | +2,593.6% | -1,121.3% | +814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling