+45.0%
ADP vs AGI
+392.7%
-347.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -5.7% | +2.2% | -7.9% | -5.8% |
| 30D | -3.1% | +11.3% | -14.4% | -3.6% |
| 3M | +15.6% | +5.6% | +10.0% | +15.3% |
| 6M | +20.8% | -27.7% | +48.5% | +22.9% |
| YTD | +4.7% | -4.1% | +8.8% | +3.8% |
| 1Y | -8.3% | +13.8% | -22.1% | -10.8% |
| 3Y | +13.6% | +217.0% | -203.5% | -3.4% |
| 5Y | +45.0% | +404.3% | -359.3% | +13.4% |
| All | +45.0% | +392.7% | -347.6% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling