+452.9%
NFLX vs ADP
+319.4%
+133.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -4.4% | +0.3% | -4.6% | -4.5% |
| 30D | -11.0% | +11.6% | -22.6% | -15.8% |
| 3M | -15.5% | +15.1% | -30.6% | -21.1% |
| 6M | -28.5% | +46.0% | -74.5% | -40.8% |
| YTD | -33.1% | +22.4% | -55.5% | -40.0% |
| 1Y | -45.8% | +24.5% | -70.3% | -51.9% |
| 3Y | +40.2% | +44.8% | -4.6% | +13.9% |
| 5Y | -8.2% | +49.1% | -57.2% | -26.9% |
| All | +452.9% | +319.4% | +133.5% | +202.6% |
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