-26.0%
NOW vs ADP
+49.8%
-75.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -7.0% |
| 7D | -6.7% | +7.4% | -14.0% | -12.9% |
| 30D | -25.8% | +17.1% | -42.9% | -36.3% |
| 3M | -12.7% | +14.4% | -27.1% | -23.0% |
| 6M | +11.2% | +47.9% | -36.6% | -21.1% |
| YTD | -33.2% | +22.1% | -55.3% | -44.3% |
| 1Y | -41.8% | +21.8% | -63.6% | -51.4% |
| 3Y | -15.7% | +50.5% | -66.1% | -42.7% |
| 5Y | -26.0% | +49.6% | -75.6% | -51.7% |
| All | -26.0% | +49.8% | -75.8% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling