+1,253.5%
ADP vs A
+546.2%
+707.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.6% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +14.9% | +3.4% | +11.6% | +13.9% |
| 3M | +11.6% | +23.8% | -12.2% | +6.0% |
| 6M | +48.5% | +49.0% | -0.5% | +34.5% |
| YTD | +20.6% | +29.4% | -8.8% | +12.4% |
| 1Y | +23.7% | +19.4% | +4.3% | +17.4% |
| 3Y | +47.8% | +66.2% | -18.4% | +27.7% |
| 5Y | +47.7% | +15.8% | +31.9% | +37.4% |
| 10Y | +324.0% | +326.1% | -2.1% | +199.5% |
| All | +1,253.5% | +546.2% | +707.3% | +609.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling