+23.5%
ADP vs NSC
+16.7%
+6.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +0.9% | -3.5% | +4.5% | +1.2% |
| 30D | +11.9% | +3.9% | +7.9% | +11.6% |
| 3M | +13.7% | -0.8% | +14.5% | +13.7% |
| 6M | +46.8% | +7.1% | +39.6% | +46.7% |
| YTD | +21.8% | +16.4% | +5.3% | +19.3% |
| 1Y | +23.5% | +16.9% | +6.6% | +20.6% |
| All | +23.5% | +16.7% | +6.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling