-6.0%
ADP vs AU
+73.4%
-79.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.4% |
| 7D | -5.7% | -7.0% | +1.3% | -6.3% |
| 30D | -1.4% | +7.3% | -8.7% | -0.6% |
| 3M | +16.6% | +33.2% | -16.7% | +20.6% |
| 6M | +24.9% | -0.6% | +25.6% | +26.8% |
| YTD | +5.6% | +26.2% | -20.6% | +7.8% |
| 1Y | -6.0% | +68.3% | -74.3% | -3.9% |
| All | -6.0% | +73.4% | -79.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling