+279.0%
ADP vs NOC
+186.7%
+92.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -5.7% | -1.6% | -4.1% | -5.2% |
| 30D | -3.1% | -10.4% | +7.3% | +0.4% |
| 3M | +15.6% | -5.6% | +21.2% | +17.5% |
| 6M | +20.8% | -30.4% | +51.2% | +35.9% |
| YTD | +4.7% | -8.5% | +13.2% | +6.0% |
| 1Y | -8.3% | -8.3% | 0.0% | -7.4% |
| 3Y | +13.6% | +28.2% | -14.7% | -1.9% |
| 5Y | +45.0% | +56.7% | -11.7% | +10.4% |
| 10Y | +279.0% | +189.3% | +89.6% | +136.8% |
| All | +279.0% | +186.7% | +92.3% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NOC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling