+1,866.0%
ADP vs AGI
+4,206.7%
-2,340.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | +2.2% | -10.1% | +12.3% | +2.4% |
| 30D | +10.6% | -6.5% | +17.1% | +10.7% |
| 3M | +12.9% | -12.8% | +25.7% | +13.2% |
| 6M | +50.6% | -34.3% | +84.9% | +51.8% |
| YTD | +23.2% | -25.6% | +48.8% | +23.5% |
| 1Y | +25.3% | -14.2% | +39.5% | +25.1% |
| 3Y | +47.1% | +127.3% | -80.2% | +43.0% |
| 5Y | +50.1% | +241.8% | -191.7% | +44.0% |
| 10Y | +323.6% | +381.8% | -58.1% | +300.4% |
| All | +1,866.0% | +4,206.7% | -2,340.7% | +1,678.6% |
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 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