+45.8%
ADP vs NOC
+56.8%
-11.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | -5.5% | -2.7% | -2.8% | -5.0% |
| 30D | -1.2% | -8.9% | +7.6% | +0.4% |
| 3M | +17.9% | -3.7% | +21.5% | +18.5% |
| 6M | +20.3% | -30.8% | +51.1% | +28.6% |
| YTD | +5.8% | -7.9% | +13.8% | +6.1% |
| 1Y | -7.7% | -9.4% | +1.7% | -7.2% |
| 3Y | +14.7% | +29.0% | -14.2% | +4.6% |
| 5Y | +45.8% | +56.1% | -10.3% | +24.5% |
| All | +45.8% | +56.8% | -11.0% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling