+215.0%
NXPI vs ADP
+319.4%
-104.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +9.4% | +0.3% | +9.1% | +9.2% |
| 30D | +18.1% | +11.6% | +6.5% | +9.6% |
| 3M | +15.0% | +15.1% | 0.0% | +4.0% |
| 6M | -8.4% | +46.0% | -54.5% | -31.9% |
| YTD | +24.8% | +22.4% | +2.4% | +4.6% |
| 1Y | +33.3% | +24.5% | +8.8% | +10.3% |
| 3Y | +51.0% | +44.8% | +6.2% | +10.6% |
| 5Y | +34.5% | +49.1% | -14.6% | -3.8% |
| All | +215.0% | +319.4% | -104.4% | +51.0% |
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