+23.2%
ADP vs A
+22.0%
+1.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +3.2% | +1.4% | +1.8% | +3.1% |
| 30D | +12.8% | +4.3% | +8.5% | +12.3% |
| 3M | +12.3% | +19.8% | -7.5% | +10.1% |
| 6M | +45.4% | +54.4% | -9.0% | +39.0% |
| YTD | +21.4% | +31.7% | -10.3% | +21.0% |
| All | +23.2% | +22.0% | +1.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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