+12,165.0%
ADP vs NI
+5,716.3%
+6,448.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +2.2% | +4.3% | -2.1% | +0.6% |
| 30D | +10.6% | +12.4% | -1.8% | +5.9% |
| 3M | +12.9% | +10.2% | +2.7% | +8.8% |
| 6M | +50.6% | -0.8% | +51.4% | +50.4% |
| YTD | +23.2% | +13.2% | +10.0% | +16.6% |
| 1Y | +25.3% | +10.1% | +15.2% | +19.7% |
| 3Y | +47.1% | +103.1% | -56.0% | +11.0% |
| 5Y | +50.1% | +115.5% | -65.5% | +9.8% |
| 10Y | +323.6% | +195.5% | +128.2% | +173.2% |
| All | +12,165.0% | +5,716.3% | +6,448.7% | +3,157.9% |
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