+1,992.5%
ADP vs AU
+607.0%
+1,385.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.7% |
| 7D | +2.2% | -7.2% | +9.4% | +2.4% |
| 30D | +10.6% | -2.9% | +13.4% | +10.6% |
| 3M | +12.9% | -8.7% | +21.6% | +13.1% |
| 6M | +50.6% | -14.1% | +64.8% | +51.0% |
| YTD | +23.2% | +4.8% | +18.4% | +21.9% |
| 1Y | +25.3% | +11.9% | +13.4% | +23.5% |
| 3Y | +47.1% | +513.8% | -466.7% | +32.8% |
| 5Y | +50.1% | +379.3% | -329.2% | +35.7% |
| 10Y | +323.6% | +837.1% | -513.4% | +263.8% |
| All | +1,992.5% | +607.0% | +1,385.5% | +1,745.3% |
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