+53.2%
ADP vs AR
+143.7%
-90.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -3.4% | +2.5% | -5.9% | -3.7% |
| 30D | +2.8% | +14.8% | -12.0% | +1.3% |
| 3M | +20.9% | +6.2% | +14.7% | +20.0% |
| 6M | +29.9% | +4.3% | +25.6% | +29.0% |
| YTD | +9.6% | +14.4% | -4.7% | +7.7% |
| 1Y | -5.3% | +21.3% | -26.6% | -7.8% |
| 3Y | +16.5% | +39.8% | -23.3% | +9.7% |
| All | +53.2% | +143.7% | -90.5% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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