+423.4%
NFLX vs ADP
+327.9%
+95.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.6% | +1.1% | +1.5% | +2.1% |
| 30D | -9.0% | +11.5% | -20.5% | -13.8% |
| 3M | -13.7% | +12.0% | -25.8% | -18.4% |
| 6M | -26.9% | +43.8% | -70.7% | -39.0% |
| YTD | -31.8% | +20.1% | -51.9% | -38.1% |
| 1Y | -42.1% | +22.3% | -64.4% | -48.0% |
| 3Y | +47.0% | +43.3% | +3.7% | +20.1% |
| 5Y | -2.5% | +47.3% | -49.9% | -21.8% |
| 10Y | +423.4% | +313.7% | +109.7% | +193.5% |
| All | +423.4% | +327.9% | +95.5% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling