+52,774.0%
NFLX vs ADP
+1,180.1%
+51,593.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | -0.3% | +3.2% | -3.4% | -1.9% |
| 30D | -10.0% | +12.8% | -22.8% | -15.7% |
| 3M | -17.1% | +12.3% | -29.4% | -22.1% |
| 6M | -27.7% | +45.4% | -73.1% | -41.2% |
| YTD | -32.5% | +21.4% | -53.9% | -40.0% |
| 1Y | -43.5% | +23.7% | -67.2% | -50.4% |
| 3Y | +41.4% | +43.6% | -2.2% | +12.9% |
| 5Y | -2.2% | +48.7% | -50.9% | -23.8% |
| 10Y | +448.1% | +316.1% | +132.0% | +126.3% |
| All | +52,774.0% | +1,180.1% | +51,593.9% | +9,635.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling