+278.9%
ADP vs NI
+143.3%
+135.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +0.2% | -1.4% | +1.6% | +0.8% |
| 3M | +20.5% | -10.6% | +31.1% | +26.2% |
| 6M | +28.8% | -9.3% | +38.1% | +33.4% |
| YTD | +6.6% | +1.1% | +5.5% | +4.7% |
| 1Y | -6.9% | +3.4% | -10.3% | -9.7% |
| 3Y | +16.1% | +67.9% | -51.7% | -11.9% |
| 5Y | +49.3% | +98.0% | -48.6% | +3.1% |
| All | +278.9% | +143.3% | +135.7% | +141.9% |
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