+808.8%
NOW vs ADP
+285.1%
+523.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.3% |
| 7D | -2.4% | -3.4% | +1.0% | +0.4% |
| 30D | +20.5% | +2.8% | +17.7% | +18.3% |
| 3M | +18.3% | +20.9% | -2.6% | +3.0% |
| 6M | +24.1% | +29.9% | -5.8% | +3.2% |
| YTD | -7.8% | +9.6% | -17.4% | -13.1% |
| 1Y | -21.4% | -5.3% | -16.1% | -17.8% |
| 3Y | +19.5% | +16.5% | +3.1% | +6.2% |
| 5Y | +4.1% | +49.4% | -45.3% | -22.3% |
| All | +808.8% | +285.1% | +523.7% | +298.5% |
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