+1,059.8%
ADP vs AG
+445.6%
+614.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.0% |
| 7D | -3.4% | +1.0% | -4.4% | -3.5% |
| 30D | +2.8% | +19.2% | -16.4% | +1.9% |
| 3M | +20.9% | +6.2% | +14.8% | +20.2% |
| 6M | +29.9% | -26.7% | +56.6% | +31.0% |
| YTD | +9.6% | +26.1% | -16.5% | +7.0% |
| 1Y | -5.3% | +131.7% | -136.9% | -11.0% |
| 3Y | +16.5% | +255.3% | -238.9% | +4.8% |
| 5Y | +49.4% | +61.9% | -12.5% | +38.3% |
| 10Y | +282.2% | +72.0% | +210.2% | +236.8% |
| All | +1,059.8% | +445.6% | +614.1% | +605.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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