-42.5%
NOW vs ADP
+24.1%
-66.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -4.3% |
| 7D | -8.7% | +3.2% | -11.9% | -12.2% |
| 30D | -29.3% | +12.8% | -42.0% | -39.3% |
| 3M | -21.8% | +12.3% | -34.2% | -32.2% |
| 6M | +9.2% | +45.4% | -36.2% | -29.3% |
| YTD | -35.0% | +21.4% | -56.4% | -50.6% |
| 1Y | -42.5% | +23.7% | -66.2% | -56.9% |
| All | -42.5% | +24.1% | -66.6% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling