-6.0%
ADP vs NI
+4.9%
-10.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -5.7% | -0.6% | -5.1% | -5.7% |
| 30D | -1.4% | -1.4% | 0.0% | -1.5% |
| 3M | +16.6% | -10.6% | +27.1% | +16.1% |
| 6M | +24.9% | -9.9% | +34.8% | +24.1% |
| YTD | +5.6% | +1.2% | +4.4% | +1.5% |
| 1Y | -6.0% | +4.4% | -10.4% | -10.7% |
| All | -6.0% | +4.9% | -10.9% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling