+939.8%
ADP vs ASX
+2,948.3%
-2,008.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | -2.1% |
| 7D | +3.2% | -19.9% | +23.2% | +5.9% |
| 30D | +14.9% | -30.9% | +45.8% | +19.6% |
| 3M | +11.6% | -15.1% | +26.7% | +12.4% |
| 6M | +48.5% | -6.5% | +54.9% | +44.2% |
| YTD | +20.6% | +98.4% | -77.9% | +3.1% |
| 1Y | +23.7% | +107.9% | -84.2% | +4.9% |
| 3Y | +47.8% | +325.3% | -277.5% | +8.2% |
| 5Y | +47.7% | +447.3% | -399.6% | +2.0% |
| 10Y | +324.0% | +763.2% | -439.2% | +160.7% |
| All | +939.8% | +2,948.3% | -2,008.5% | +333.1% |
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