+670.3%
NFLX vs ADP
+269.5%
+400.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.2% |
| 7D | -5.0% | -5.5% | +0.5% | -2.3% |
| 30D | +3.5% | -1.2% | +4.8% | +4.3% |
| 3M | -7.1% | +17.9% | -25.0% | -14.3% |
| 6M | -22.5% | +20.3% | -42.8% | -29.6% |
| YTD | -18.1% | +5.8% | -23.9% | -21.0% |
| 1Y | -38.3% | -7.7% | -30.6% | -36.5% |
| 3Y | +73.4% | +14.7% | +58.6% | +57.8% |
| 5Y | +26.7% | +45.8% | -19.1% | +2.7% |
| 10Y | +670.3% | +270.5% | +399.8% | +323.1% |
| All | +670.3% | +269.5% | +400.8% | +323.1% |
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