+195.8%
NXPI vs ADP
+269.5%
-73.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.7% | +0.5% |
| 7D | +0.7% | -5.5% | +6.1% | +4.3% |
| 30D | -6.6% | -1.2% | -5.4% | -6.2% |
| 3M | -25.4% | +17.9% | -43.3% | -35.0% |
| 6M | +11.9% | +20.3% | -8.4% | -4.7% |
| YTD | +4.0% | +5.8% | -1.8% | -3.5% |
| 1Y | +1.0% | -7.7% | +8.8% | +3.3% |
| 3Y | +16.3% | +14.7% | +1.6% | +0.3% |
| 5Y | +17.7% | +45.8% | -28.1% | -14.6% |
| 10Y | +195.8% | +270.5% | -74.7% | +48.1% |
| All | +195.8% | +269.5% | -73.7% | +48.1% |
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