+83.0%
ADP vs COMP
-56.6%
+139.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.7% |
| 6M | +47.9% | +27.0% | +20.9% | +44.4% |
| YTD | +22.1% | -12.8% | +34.9% | +21.9% |
| 1Y | +21.8% | +4.9% | +16.9% | +20.0% |
| 3Y | +50.5% | +321.0% | -270.5% | +30.6% |
| 5Y | +49.6% | -25.6% | +75.1% | +35.0% |
| All | +83.0% | -56.6% | +139.6% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling