+48.7%
ADP vs AGI
+243.7%
-195.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | +2.2% | -10.1% | +12.3% | +2.6% |
| 30D | +10.6% | -6.5% | +17.1% | +10.7% |
| 3M | +12.9% | -12.8% | +25.7% | +13.4% |
| 6M | +50.6% | -34.3% | +84.9% | +53.3% |
| YTD | +23.2% | -25.6% | +48.8% | +23.2% |
| 1Y | +25.3% | -14.2% | +39.5% | +23.5% |
| 3Y | +47.1% | +127.3% | -80.2% | +27.0% |
| All | +48.7% | +243.7% | -195.1% | +19.6% |
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