+10,816.5%
ADP vs NI
+5,092.7%
+5,723.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.8% |
| 7D | -3.4% | +2.0% | -5.5% | -4.1% |
| 30D | +2.8% | -3.5% | +6.3% | +4.1% |
| 3M | +20.9% | -9.1% | +30.1% | +24.9% |
| 6M | +29.9% | -11.8% | +41.7% | +35.2% |
| YTD | +9.6% | +1.1% | +8.6% | +8.3% |
| 1Y | -5.3% | +6.7% | -12.0% | -8.4% |
| 3Y | +16.5% | +71.1% | -54.6% | -6.6% |
| 5Y | +49.4% | +94.3% | -44.9% | +13.6% |
| 10Y | +282.2% | +135.8% | +146.4% | +166.5% |
| All | +10,816.5% | +5,092.7% | +5,723.8% | +2,925.1% |
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