+1,481.8%
QQQ vs ADP
+1,669.7%
-187.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | +3.6% | +2.2% | +1.5% | +2.4% |
| 30D | -6.7% | +10.6% | -17.3% | -12.2% |
| 3M | -7.0% | +12.9% | -19.9% | -13.8% |
| 6M | -4.7% | +50.6% | -55.3% | -25.9% |
| YTD | +11.1% | +23.2% | -12.1% | -4.5% |
| 1Y | +12.3% | +25.3% | -13.0% | -4.5% |
| 3Y | +83.3% | +47.1% | +36.2% | +40.3% |
| 5Y | +77.5% | +50.1% | +27.4% | +33.3% |
| 10Y | +528.3% | +323.6% | +204.6% | +149.0% |
| All | +1,481.8% | +1,669.7% | -187.9% | +163.7% |
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