+10,328.9%
ADP vs NTRS
+7,612.4%
+2,716.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -5.7% | +0.9% | -6.5% | -5.9% |
| 30D | -3.1% | -1.2% | -1.9% | -2.8% |
| 3M | +15.6% | +8.8% | +6.8% | +12.0% |
| 6M | +20.8% | +34.7% | -13.9% | +8.4% |
| YTD | +4.7% | +37.2% | -32.5% | -6.8% |
| 1Y | -8.3% | +46.3% | -54.6% | -20.3% |
| 3Y | +13.6% | +163.2% | -149.7% | -21.0% |
| 5Y | +45.0% | +86.9% | -41.9% | +10.8% |
| 10Y | +279.0% | +250.9% | +28.1% | +127.4% |
| All | +10,328.9% | +7,612.4% | +2,716.5% | +2,107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling