+50.0%
ADP vs NTRS
+93.2%
-43.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -2.8% | +1.4% | -4.1% | -3.1% |
| 30D | +0.2% | -0.7% | +0.9% | +0.4% |
| 3M | +20.5% | +11.3% | +9.2% | +16.6% |
| 6M | +28.8% | +35.5% | -6.8% | +17.1% |
| YTD | +6.6% | +40.6% | -34.0% | -4.2% |
| 1Y | -6.9% | +49.2% | -56.1% | -18.0% |
| 3Y | +16.1% | +167.2% | -151.1% | -16.8% |
| All | +50.0% | +93.2% | -43.2% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling