+514.0%
NOW vs ADP
+322.2%
+191.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | +0.3% | +2.2% | -1.9% | -1.4% |
| 30D | -27.0% | +10.6% | -37.5% | -32.8% |
| 3M | -19.6% | +12.9% | -32.6% | -27.0% |
| 6M | +17.5% | +50.6% | -33.2% | -13.7% |
| YTD | -33.3% | +23.2% | -56.4% | -42.9% |
| 1Y | -39.8% | +25.3% | -65.1% | -49.1% |
| 3Y | -19.9% | +47.1% | -67.0% | -40.6% |
| 5Y | -26.1% | +50.1% | -76.1% | -45.9% |
| All | +514.0% | +322.2% | +191.8% | +119.9% |
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