+18.5%
ADP vs A
+30.8%
-12.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -3.4% | -1.9% | -1.5% | -3.1% |
| 30D | +2.8% | +6.9% | -4.1% | +1.6% |
| 3M | +20.9% | +9.2% | +11.7% | +19.1% |
| 6M | +29.9% | +25.7% | +4.2% | +24.6% |
| YTD | +9.6% | +11.5% | -1.9% | +7.6% |
| 1Y | -5.3% | +18.4% | -23.6% | -8.2% |
| All | +18.5% | +30.8% | -12.3% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling