-17.1%
NOW vs ADP
+43.3%
-60.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -3.1% | +1.1% | -4.2% | -4.2% |
| 30D | -27.0% | +11.5% | -38.6% | -34.5% |
| 3M | -17.7% | +12.0% | -29.8% | -26.1% |
| 6M | +12.7% | +43.8% | -31.1% | -17.9% |
| YTD | -32.9% | +20.1% | -53.0% | -44.6% |
| 1Y | -40.4% | +22.3% | -62.7% | -51.4% |
| 3Y | -17.1% | +43.3% | -60.4% | -34.9% |
| All | -17.1% | +43.3% | -60.4% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling