+12,085.4%
ADP vs NI
+5,686.0%
+6,399.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +0.3% | +3.1% | -2.8% | -0.9% |
| 30D | +11.6% | +11.2% | +0.4% | +7.3% |
| 3M | +15.1% | +9.8% | +5.2% | +11.0% |
| 6M | +46.0% | -1.6% | +47.7% | +46.3% |
| YTD | +22.4% | +12.6% | +9.7% | +16.1% |
| 1Y | +24.5% | +7.8% | +16.7% | +19.9% |
| 3Y | +44.8% | +100.5% | -55.7% | +9.7% |
| 5Y | +49.1% | +114.4% | -65.3% | +9.3% |
| 10Y | +320.9% | +193.9% | +127.0% | +171.9% |
| All | +12,085.4% | +5,686.0% | +6,399.5% | +3,143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling