+21.8%
ADP vs DGX
+45.7%
-23.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +7.4% | +0.7% | +6.6% | +7.2% |
| 30D | +17.1% | +11.5% | +5.5% | +15.4% |
| 3M | +14.4% | +8.4% | +6.0% | +13.2% |
| 6M | +47.9% | +34.5% | +13.4% | +44.2% |
| YTD | +22.1% | +49.3% | -27.2% | +15.0% |
| 1Y | +21.8% | +45.3% | -23.5% | +15.8% |
| All | +21.8% | +45.7% | -23.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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