-8.3%
ADP vs DOW
+29.4%
-37.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -5.7% | -6.0% | +0.3% | -5.3% |
| 30D | -3.1% | -2.7% | -0.3% | -3.0% |
| 3M | +15.6% | -10.5% | +26.1% | +16.0% |
| 6M | +20.8% | -12.4% | +33.2% | +21.5% |
| YTD | +4.7% | +30.0% | -25.3% | +1.7% |
| 1Y | -8.3% | +27.8% | -36.1% | -10.1% |
| All | -8.3% | +29.4% | -37.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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