+53.2%
ADP vs ALL
+118.4%
-65.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.2% |
| 6M | +29.9% | +22.3% | +7.5% | +21.7% |
| YTD | +9.6% | +26.5% | -16.9% | +1.5% |
| 1Y | -5.3% | +27.0% | -32.3% | -12.6% |
| 3Y | +16.5% | +149.6% | -133.1% | -12.7% |
| All | +53.2% | +118.4% | -65.2% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling