+1,487.9%
ADP vs NDAQ
+2,658.0%
-1,170.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +11.9% | +16.3% | -4.4% | +7.7% |
| 3M | +13.7% | +15.8% | -2.1% | +9.5% |
| 6M | +46.8% | +24.8% | +21.9% | +38.6% |
| YTD | +21.8% | +14.1% | +7.7% | +17.4% |
| 1Y | +23.5% | +26.5% | -3.0% | +16.1% |
| 3Y | +44.1% | +119.1% | -75.1% | +18.1% |
| 5Y | +49.9% | +70.9% | -21.1% | +29.7% |
| 10Y | +318.8% | +479.7% | -161.0% | +181.4% |
| All | +1,487.9% | +2,658.0% | -1,170.1% | +817.6% |
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