+45.8%
ADP vs NSC
+46.6%
-0.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -5.5% | -1.5% | -4.0% | -5.0% |
| 30D | -1.2% | -1.9% | +0.7% | -0.6% |
| 3M | +17.9% | +6.2% | +11.6% | +15.1% |
| 6M | +20.3% | +9.2% | +11.1% | +15.7% |
| YTD | +5.8% | +15.0% | -9.2% | -0.7% |
| 1Y | -7.7% | +21.1% | -28.8% | -15.2% |
| 3Y | +14.7% | +78.6% | -63.9% | -14.3% |
| 5Y | +45.8% | +45.9% | -0.1% | +19.9% |
| All | +45.8% | +46.6% | -0.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling