+21.8%
ADP vs COMP
+11.9%
+9.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.2% | +9.4% | +1.7% |
| 7D | +7.4% | -1.8% | +9.2% | +7.4% |
| 30D | +17.1% | -0.8% | +17.8% | +17.0% |
| 3M | +14.4% | -28.1% | +42.6% | +16.2% |
| 6M | +47.9% | +27.0% | +20.9% | +44.9% |
| YTD | +22.1% | -12.8% | +34.9% | +28.2% |
| 1Y | +21.8% | +4.9% | +16.9% | +25.5% |
| All | +21.8% | +11.9% | +9.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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