+48.2%
ADI vs ADP
-7.7%
+55.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | -0.8% |
| 7D | +2.4% | -5.5% | +7.9% | +0.7% |
| 30D | -6.6% | -1.2% | -5.3% | -6.8% |
| 3M | -9.8% | +17.9% | -27.7% | -4.9% |
| 6M | +15.7% | +20.3% | -4.7% | +23.6% |
| YTD | +35.1% | +5.8% | +29.3% | +52.0% |
| All | +48.2% | -7.7% | +55.9% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling