-7.7%
ADP vs DG
+18.0%
-25.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.8% |
| 7D | -5.5% | -2.5% | -3.0% | -5.1% |
| 30D | -1.2% | +1.0% | -2.2% | -1.5% |
| 3M | +17.9% | +20.3% | -2.5% | +15.2% |
| 6M | +20.3% | -11.7% | +32.1% | +20.4% |
| YTD | +5.8% | -2.3% | +8.2% | +4.4% |
| 1Y | -7.7% | +20.0% | -27.7% | -11.9% |
| All | -7.7% | +18.0% | -25.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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