+10,816.5%
ADP vs NSC
+5,745.4%
+5,071.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.4% | -5.5% | +2.1% | -1.6% |
| 30D | +2.8% | -3.2% | +6.0% | +3.8% |
| 3M | +20.9% | +7.7% | +13.3% | +17.9% |
| 6M | +29.9% | +4.5% | +25.4% | +27.2% |
| YTD | +9.6% | +15.6% | -5.9% | +3.7% |
| 1Y | -5.3% | +19.8% | -25.1% | -11.5% |
| 3Y | +16.5% | +70.1% | -53.6% | -4.6% |
| 5Y | +49.4% | +46.1% | +3.3% | +27.8% |
| 10Y | +282.2% | +328.1% | -45.9% | +131.1% |
| All | +10,816.5% | +5,745.4% | +5,071.1% | +2,410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling