+112.7%
ADI vs ADP
+18.2%
+94.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | +0.4% | -3.4% | +3.9% | +1.0% |
| 30D | -3.8% | +2.8% | -6.6% | -4.4% |
| 3M | -15.3% | +20.9% | -36.2% | -19.4% |
| 6M | +6.7% | +29.9% | -23.2% | -2.1% |
| YTD | +34.8% | +9.6% | +25.1% | +36.9% |
| 1Y | +49.0% | -5.3% | +54.3% | +66.3% |
| All | +112.7% | +18.2% | +94.5% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling