+845.6%
ADP vs ASX
+3,515.0%
-2,669.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +2.8% | +2.0% | +0.8% | +2.3% |
| 3M | +20.9% | -1.3% | +22.3% | +19.1% |
| 6M | +29.9% | +71.4% | -41.6% | +16.3% |
| YTD | +9.6% | +135.3% | -125.7% | -7.1% |
| 1Y | -5.3% | +267.5% | -272.7% | -25.8% |
| 3Y | +16.5% | +388.5% | -372.0% | -15.1% |
| 5Y | +49.4% | +417.1% | -367.7% | +5.8% |
| 10Y | +282.2% | +872.7% | -590.5% | +134.6% |
| All | +845.6% | +3,515.0% | -2,669.4% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling