+1,762.4%
ADP vs AU
+793.6%
+968.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.0% |
| 7D | -3.4% | -3.6% | +0.2% | -3.3% |
| 30D | +2.8% | +23.9% | -21.1% | +1.9% |
| 3M | +20.9% | +19.1% | +1.9% | +19.9% |
| 6M | +29.9% | -0.2% | +30.0% | +29.4% |
| YTD | +9.6% | +32.5% | -22.8% | +7.6% |
| 1Y | -5.3% | +96.9% | -102.2% | -8.8% |
| 3Y | +16.5% | +614.7% | -598.3% | +4.6% |
| 5Y | +49.4% | +647.7% | -598.3% | +32.9% |
| 10Y | +282.2% | +679.2% | -397.0% | +231.9% |
| All | +1,762.4% | +793.6% | +968.8% | +1,529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling