+1,747.1%
NXPI vs ADP
+1,011.7%
+735.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.9% |
| 7D | +1.9% | -3.4% | +5.3% | +4.6% |
| 30D | -1.4% | +2.8% | -4.2% | -3.9% |
| 3M | -29.1% | +20.9% | -50.0% | -41.1% |
| 6M | +6.2% | +29.9% | -23.7% | -18.0% |
| YTD | +5.9% | +9.6% | -3.8% | -6.3% |
| 1Y | +2.9% | -5.3% | +8.1% | +2.8% |
| 3Y | +14.5% | +16.5% | -2.0% | -6.0% |
| 5Y | +17.1% | +49.4% | -32.3% | -23.4% |
| 10Y | +193.4% | +282.2% | -88.8% | -30.9% |
| All | +1,747.1% | +1,011.7% | +735.4% | -8.4% |
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