+53.2%
ADP vs A
-12.8%
+66.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -3.4% | -1.9% | -1.5% | -2.9% |
| 30D | +2.8% | +6.9% | -4.1% | +0.8% |
| 3M | +20.9% | +9.2% | +11.7% | +17.7% |
| 6M | +29.9% | +25.7% | +4.2% | +20.7% |
| YTD | +9.6% | +11.5% | -1.9% | +5.6% |
| 1Y | -5.3% | +18.4% | -23.6% | -10.8% |
| 3Y | +16.5% | +26.6% | -10.1% | +2.8% |
| All | +53.2% | -12.8% | +66.0% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling