+5,191.5%
ADP vs ALL
+3,667.9%
+1,523.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.7% |
| 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% | +12.9% |
| 6M | +29.9% | +22.3% | +7.5% | +21.5% |
| YTD | +9.6% | +26.5% | -16.9% | +1.3% |
| 1Y | -5.3% | +27.0% | -32.3% | -12.7% |
| 3Y | +16.5% | +149.6% | -133.1% | -14.4% |
| 5Y | +49.4% | +118.1% | -68.7% | +12.5% |
| 10Y | +282.2% | +369.0% | -86.8% | +130.3% |
| All | +5,191.5% | +3,667.9% | +1,523.6% | +1,773.4% |
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