+317.2%
ADP vs NI
+196.3%
+120.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +0.3% | +3.1% | -2.8% | -1.1% |
| 30D | +11.6% | +11.2% | +0.4% | +6.4% |
| 3M | +15.1% | +9.8% | +5.2% | +10.1% |
| 6M | +46.0% | -1.6% | +47.7% | +46.3% |
| YTD | +22.4% | +12.6% | +9.7% | +14.4% |
| 1Y | +24.5% | +7.8% | +16.7% | +18.7% |
| 3Y | +44.8% | +100.5% | -55.7% | +0.9% |
| 5Y | +49.1% | +114.4% | -65.3% | -1.2% |
| All | +317.2% | +196.3% | +120.9% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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