+49.1%
ADP vs ASX
+431.2%
-382.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | -1.4% |
| 7D | +3.2% | -19.9% | +23.2% | +3.8% |
| 30D | +14.9% | -30.9% | +45.8% | +16.0% |
| 3M | +11.6% | -15.1% | +26.7% | +11.3% |
| 6M | +48.5% | -6.5% | +54.9% | +44.4% |
| YTD | +20.6% | +98.4% | -77.9% | +4.5% |
| 1Y | +23.7% | +107.9% | -84.2% | +6.3% |
| 3Y | +47.8% | +325.3% | -277.5% | +4.0% |
| All | +49.1% | +431.2% | -382.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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