+10,816.5%
ADP vs NOC
+16,458.4%
-5,641.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | -3.4% | -5.2% | +1.7% | -2.1% |
| 30D | +2.8% | -7.2% | +10.0% | +4.7% |
| 3M | +20.9% | -5.1% | +26.0% | +22.4% |
| 6M | +29.9% | -31.1% | +60.9% | +42.5% |
| YTD | +9.6% | -8.6% | +18.2% | +11.1% |
| 1Y | -5.3% | -9.7% | +4.5% | -3.8% |
| 3Y | +16.5% | +24.3% | -7.8% | +6.9% |
| 5Y | +49.4% | +52.6% | -3.2% | +27.9% |
| 10Y | +282.2% | +183.6% | +98.6% | +177.7% |
| All | +10,816.5% | +16,458.4% | -5,641.9% | +4,038.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling