+17.8%
ADP vs COMP
+215.9%
-198.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -3.4% | +1.4% | -4.8% | -3.5% |
| 30D | +2.8% | -13.3% | +16.1% | +3.6% |
| 3M | +20.9% | +41.1% | -20.2% | +18.3% |
| 6M | +29.9% | +17.2% | +12.7% | +28.1% |
| YTD | +9.6% | +5.2% | +4.4% | +8.9% |
| 1Y | -5.3% | +18.9% | -24.2% | -6.9% |
| All | +17.8% | +215.9% | -198.1% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling