+49.1%
ADP vs DOW
-30.0%
+79.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +3.2% | -9.5% | +12.7% | +5.0% |
| 30D | +14.9% | +13.1% | +1.8% | +12.4% |
| 3M | +11.6% | +4.8% | +6.8% | +10.4% |
| 6M | +48.5% | -16.7% | +65.1% | +52.6% |
| YTD | +20.6% | +38.9% | -18.3% | +10.3% |
| 1Y | +23.7% | +48.3% | -24.6% | +11.3% |
| 3Y | +47.8% | -24.4% | +72.1% | +54.3% |
| All | +49.1% | -30.0% | +79.0% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling