-14.9%
NVDA vs ADP
+24.1%
-39.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.1% |
| 7D | -18.3% | +3.2% | -21.5% | -17.4% |
| 30D | -26.3% | +12.8% | -39.1% | -23.4% |
| 3M | -22.3% | +12.3% | -34.6% | -19.2% |
| 6M | -21.3% | +45.4% | -66.8% | -12.5% |
| YTD | -9.2% | +21.4% | -30.6% | -5.4% |
| 1Y | -14.9% | +23.7% | -38.7% | -10.7% |
| All | -14.9% | +24.1% | -39.0% | -10.7% |
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 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