+1,921.9%
NXPI vs ADP
+1,122.5%
+799.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.5% |
| 7D | -4.4% | +3.2% | -7.6% | -6.8% |
| 30D | +5.6% | +14.9% | -9.3% | -5.9% |
| 3M | +7.6% | +11.6% | -4.0% | -2.7% |
| 6M | -17.6% | +48.5% | -66.0% | -43.3% |
| YTD | +15.9% | +20.6% | -4.7% | -5.8% |
| 1Y | +22.4% | +23.7% | -1.3% | -2.7% |
| 3Y | +43.2% | +47.8% | -4.6% | -4.2% |
| 5Y | +21.4% | +47.7% | -26.3% | -19.7% |
| 10Y | +186.8% | +324.0% | -137.2% | -38.5% |
| All | +1,921.9% | +1,122.5% | +799.4% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling