+49.9%
ADP vs AR
+98.1%
-48.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.9% | +2.1% | -1.2% | +0.7% |
| 30D | +11.9% | +4.5% | +7.4% | +11.2% |
| 3M | +13.7% | +1.0% | +12.7% | +13.4% |
| 6M | +46.8% | +4.4% | +42.3% | +45.6% |
| YTD | +21.8% | +10.9% | +10.9% | +19.7% |
| 1Y | +23.5% | +8.6% | +15.0% | +21.5% |
| 3Y | +44.1% | +48.5% | -4.4% | +34.2% |
| 5Y | +49.9% | +95.7% | -45.9% | +33.7% |
| All | +49.9% | +98.1% | -48.2% | +33.7% |
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