+485.6%
ADP vs AR
-27.2%
+512.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -3.4% | +2.5% | -5.9% | -3.6% |
| 30D | +2.8% | +14.8% | -12.0% | +1.6% |
| 3M | +20.9% | +6.2% | +14.7% | +20.2% |
| 6M | +29.9% | +4.3% | +25.6% | +29.2% |
| YTD | +9.6% | +14.4% | -4.7% | +8.2% |
| 1Y | -5.3% | +21.3% | -26.6% | -7.2% |
| 3Y | +16.5% | +39.8% | -23.3% | +11.5% |
| 5Y | +49.4% | +142.1% | -92.7% | +35.2% |
| 10Y | +282.2% | +52.0% | +230.2% | +224.2% |
| All | +485.6% | -27.2% | +512.8% | +413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling