+53.2%
ADP vs AA
+10.5%
+42.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | -3.4% | -0.7% | -2.7% | -3.4% |
| 30D | +2.8% | +5.0% | -2.2% | +2.3% |
| 3M | +20.9% | -35.8% | +56.8% | +24.8% |
| 6M | +29.9% | -18.4% | +48.3% | +30.8% |
| YTD | +9.6% | -5.5% | +15.1% | +8.5% |
| 1Y | -5.3% | +61.0% | -66.2% | -11.5% |
| 3Y | +16.5% | +66.2% | -49.7% | +5.0% |
| All | +53.2% | +10.5% | +42.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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