+45.0%
ADP vs NI
+95.2%
-50.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -5.7% | +1.3% | -6.9% | -6.1% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | +15.6% | -9.5% | +25.1% | +19.4% |
| 6M | +20.8% | -10.2% | +31.0% | +24.8% |
| YTD | +4.7% | +1.8% | +3.0% | +2.5% |
| 1Y | -8.3% | +5.7% | -14.0% | -11.8% |
| 3Y | +13.6% | +69.6% | -56.1% | -11.2% |
| 5Y | +45.0% | +95.8% | -50.7% | +7.6% |
| All | +45.0% | +95.2% | -50.1% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling