+5,718.9%
ADP vs ALL
+3,598.8%
+2,120.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | +0.2% |
| 7D | +3.2% | -1.9% | +5.2% | +3.9% |
| 30D | +14.9% | +13.8% | +1.1% | +10.3% |
| 3M | +11.6% | -7.0% | +18.6% | +14.1% |
| 6M | +48.5% | +18.0% | +30.4% | +40.6% |
| YTD | +20.6% | +24.2% | -3.6% | +12.0% |
| 1Y | +23.7% | +31.2% | -7.5% | +12.9% |
| 3Y | +47.8% | +107.5% | -59.7% | +15.3% |
| 5Y | +47.7% | +144.8% | -97.1% | +7.4% |
| 10Y | +324.0% | +375.8% | -51.8% | +154.5% |
| All | +5,718.9% | +3,598.8% | +2,120.2% | +1,971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling