+316.1%
ADP vs NOC
+158.6%
+157.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +12.8% | +14.1% | -1.4% | +7.7% |
| 3M | +12.3% | -4.6% | +17.0% | +13.8% |
| 6M | +45.4% | +0.7% | +44.7% | +44.1% |
| YTD | +21.4% | -2.6% | +24.0% | +20.1% |
| 1Y | +23.7% | -1.0% | +24.7% | +21.5% |
| 3Y | +43.6% | +24.5% | +19.1% | +26.4% |
| 5Y | +48.7% | +64.3% | -15.6% | +11.6% |
| 10Y | +316.1% | +162.8% | +153.3% | +169.1% |
| All | +316.1% | +158.6% | +157.5% | +169.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling