+571.7%
QQQ vs ADP
+270.4%
+301.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +1.0% | -5.7% | +6.7% | +3.9% |
| 30D | -0.6% | -3.1% | +2.5% | +0.7% |
| 3M | +1.3% | +15.6% | -14.3% | -7.1% |
| 6M | +18.1% | +20.8% | -2.7% | +4.8% |
| YTD | +16.9% | +4.7% | +12.1% | +11.7% |
| 1Y | +24.0% | -8.3% | +32.3% | +27.3% |
| 3Y | +95.6% | +13.6% | +82.1% | +75.3% |
| 5Y | +94.5% | +45.0% | +49.5% | +50.8% |
| 10Y | +571.7% | +279.0% | +292.7% | +236.4% |
| All | +571.7% | +270.4% | +301.3% | +236.4% |
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 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