+1,649.9%
ADP vs AGI
+5,459.2%
-3,809.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.0% |
| 7D | -3.4% | +0.6% | -4.0% | -3.4% |
| 30D | +2.8% | +18.2% | -15.4% | +2.4% |
| 3M | +20.9% | -4.1% | +25.1% | +20.9% |
| 6M | +29.9% | -28.7% | +58.6% | +30.6% |
| YTD | +9.6% | -4.0% | +13.6% | +9.4% |
| 1Y | -5.3% | +17.4% | -22.7% | -6.0% |
| 3Y | +16.5% | +203.0% | -186.5% | +12.5% |
| 5Y | +49.4% | +376.7% | -327.3% | +42.4% |
| 10Y | +282.2% | +407.5% | -125.3% | +260.8% |
| All | +1,649.9% | +5,459.2% | -3,809.3% | +1,475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling