+43.6%
ADP vs CAPR
+222.5%
-178.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.9% | +11.1% | +1.1% |
| 7D | +3.2% | +7.6% | -4.5% | +3.2% |
| 30D | +12.8% | +13.3% | -0.5% | +12.7% |
| 3M | +12.3% | +130.4% | -118.1% | +12.1% |
| 6M | +45.4% | -70.8% | +116.2% | +45.6% |
| YTD | +21.4% | -69.3% | +90.7% | +21.5% |
| 1Y | +23.7% | +59.5% | -35.8% | +21.6% |
| 3Y | +43.6% | +216.8% | -173.1% | +40.5% |
| All | +43.6% | +222.5% | -178.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling