+1,570.9%
QQQ vs ADP
+1,475.1%
+95.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.3% |
| 7D | +0.4% | -3.4% | +3.8% | +2.3% |
| 30D | +0.2% | +2.8% | -2.6% | -1.4% |
| 3M | -2.8% | +20.9% | -23.7% | -13.7% |
| 6M | +18.0% | +29.9% | -11.9% | -0.6% |
| YTD | +17.3% | +9.6% | +7.7% | +8.4% |
| 1Y | +25.6% | -5.3% | +30.9% | +25.5% |
| 3Y | +93.7% | +16.5% | +77.3% | +69.7% |
| 5Y | +94.2% | +49.4% | +44.8% | +46.8% |
| 10Y | +557.9% | +282.2% | +275.7% | +177.6% |
| All | +1,570.9% | +1,475.1% | +95.8% | +199.3% |
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