+14.7%
ADP vs NI
+71.0%
-56.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.7% |
| 7D | -5.5% | +2.3% | -7.8% | -5.9% |
| 30D | -1.2% | -1.7% | +0.4% | -0.9% |
| 3M | +17.9% | -8.0% | +25.9% | +19.9% |
| 6M | +20.3% | -8.6% | +29.0% | +22.3% |
| YTD | +5.8% | +2.3% | +3.5% | +3.5% |
| 1Y | -7.7% | +6.9% | -14.7% | -11.2% |
| 3Y | +14.7% | +70.6% | -55.8% | -1.2% |
| All | +14.7% | +71.0% | -56.3% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling