+48.7%
ADP vs NTR
+19.8%
+28.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +10.6% | +2.0% | +8.6% | +10.3% |
| 3M | +12.9% | +6.4% | +6.5% | +11.8% |
| 6M | +50.6% | +1.6% | +49.0% | +49.9% |
| YTD | +23.2% | +18.2% | +5.0% | +19.0% |
| 1Y | +25.3% | +23.9% | +1.3% | +20.1% |
| 3Y | +47.1% | +44.7% | +2.5% | +35.8% |
| All | +48.7% | +19.8% | +28.8% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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