+35,102.5%
TQQQ vs ADP
+1,057.4%
+34,045.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +3.9% |
| 7D | +0.7% | -3.4% | +4.2% | +6.7% |
| 30D | -0.6% | +2.8% | -3.4% | -5.9% |
| 3M | -14.9% | +20.9% | -35.8% | -44.1% |
| 6M | +44.6% | +29.9% | +14.7% | -22.0% |
| YTD | +37.8% | +9.6% | +28.2% | -0.6% |
| 1Y | +59.2% | -5.3% | +64.4% | +45.8% |
| 3Y | +254.1% | +16.5% | +237.6% | +118.1% |
| 5Y | +100.6% | +49.4% | +51.2% | -9.4% |
| 10Y | +2,857.5% | +282.2% | +2,575.4% | +123.8% |
| All | +35,102.5% | +1,057.4% | +34,045.1% | +140.4% |
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