+32.8%
ADP vs AS
+133.7%
-101.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | +7.4% | +7.1% | +0.2% | +6.8% |
| 30D | +17.1% | +12.8% | +4.2% | +16.1% |
| 3M | +14.4% | -14.7% | +29.2% | +15.5% |
| 6M | +47.9% | -9.9% | +57.8% | +48.6% |
| YTD | +22.1% | -16.1% | +38.2% | +23.2% |
| 1Y | +21.8% | +0.2% | +21.6% | +21.0% |
| All | +32.8% | +133.7% | -101.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling