+14.7%
ADP vs AGI
+208.5%
-193.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.5% |
| 7D | -5.5% | +4.4% | -9.9% | -5.4% |
| 30D | -1.2% | +10.0% | -11.2% | -1.1% |
| 3M | +17.9% | +1.7% | +16.1% | +18.2% |
| 6M | +20.3% | -26.8% | +47.1% | +20.9% |
| YTD | +5.8% | -5.3% | +11.2% | +5.5% |
| 1Y | -7.7% | +11.5% | -19.2% | -8.8% |
| 3Y | +14.7% | +212.9% | -198.2% | +5.4% |
| All | +14.7% | +208.5% | -193.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling