+543.9%
ADP vs AR
-33.4%
+577.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +3.2% | -14.3% | +17.5% | +4.4% |
| 30D | +14.9% | +1.4% | +13.5% | +14.7% |
| 3M | +11.6% | +3.4% | +8.2% | +11.1% |
| 6M | +48.5% | -2.1% | +50.5% | +48.4% |
| YTD | +20.6% | +4.7% | +15.9% | +19.6% |
| 1Y | +23.7% | +10.6% | +13.1% | +22.1% |
| 3Y | +47.8% | +24.6% | +23.2% | +42.7% |
| 5Y | +47.7% | +71.9% | -24.2% | +37.1% |
| 10Y | +324.0% | +46.4% | +277.6% | +260.6% |
| All | +543.9% | -33.4% | +577.3% | +468.0% |
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