+499.2%
NOW vs ADP
+318.0%
+181.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.6% |
| 7D | -3.0% | +3.2% | -6.2% | -5.5% |
| 30D | -26.0% | +14.9% | -40.9% | -34.0% |
| 3M | -13.1% | +11.6% | -24.7% | -20.4% |
| 6M | +14.5% | +48.5% | -34.0% | -14.8% |
| YTD | -33.4% | +20.6% | -54.0% | -42.0% |
| 1Y | -40.6% | +23.7% | -64.3% | -49.3% |
| 3Y | -16.3% | +47.8% | -64.1% | -38.1% |
| 5Y | -26.3% | +47.7% | -74.0% | -45.4% |
| All | +499.2% | +318.0% | +181.2% | +114.4% |
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