+48.7%
ADP vs AA
-17.9%
+66.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | +0.8% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +10.6% | -0.6% | +11.2% | +10.5% |
| 3M | +12.9% | -19.7% | +32.6% | +14.4% |
| 6M | +50.6% | -41.6% | +92.2% | +55.9% |
| YTD | +23.2% | -24.6% | +47.8% | +23.6% |
| 1Y | +25.3% | +4.9% | +20.4% | +21.3% |
| 3Y | +47.1% | +66.8% | -19.7% | +29.6% |
| All | +48.7% | -17.9% | +66.6% | +40.0% |
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