+17.8%
ADP vs ALL
+150.1%
-132.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.6% |
| 7D | -3.4% | 0.0% | -3.5% | -3.4% |
| 30D | +2.8% | -1.5% | +4.3% | +3.2% |
| 3M | +20.9% | +23.6% | -2.7% | +13.0% |
| 6M | +29.9% | +22.3% | +7.5% | +21.5% |
| YTD | +9.6% | +26.5% | -16.9% | +1.4% |
| 1Y | -5.3% | +27.0% | -32.3% | -12.7% |
| All | +17.8% | +150.1% | -132.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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