+94.4%
QQQ vs ADP
+47.6%
+46.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.4% |
| 7D | +1.5% | -5.5% | +7.0% | +3.9% |
| 30D | -0.6% | -1.2% | +0.6% | -0.3% |
| 3M | +0.4% | +17.9% | -17.4% | -7.8% |
| 6M | +20.1% | +20.3% | -0.3% | +8.4% |
| YTD | +17.2% | +5.8% | +11.4% | +13.6% |
| 1Y | +24.7% | -7.7% | +32.4% | +30.7% |
| 3Y | +96.2% | +14.7% | +81.4% | +76.7% |
| 5Y | +94.4% | +45.8% | +48.6% | +43.2% |
| All | +94.4% | +47.6% | +46.8% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling