+20.5%
ADP vs NTRS
+43.5%
-23.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +2.4% |
| 7D | +6.4% | +3.6% | +2.8% | +6.2% |
| 30D | +16.6% | +4.3% | +12.3% | +16.4% |
| 3M | +12.9% | -1.9% | +14.8% | +12.9% |
| 6M | +45.7% | +11.4% | +34.2% | +42.4% |
| YTD | +20.6% | +32.3% | -11.6% | +13.1% |
| 1Y | +20.5% | +42.5% | -22.0% | +11.3% |
| All | +20.5% | +43.5% | -23.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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