+111.3%
ADP vs DOW
-15.8%
+127.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.3% |
| 7D | -3.4% | -2.4% | -1.0% | -2.9% |
| 30D | +2.8% | +0.4% | +2.4% | +2.5% |
| 3M | +20.9% | -14.4% | +35.3% | +25.4% |
| 6M | +29.9% | -7.0% | +36.8% | +30.3% |
| YTD | +9.6% | +30.2% | -20.6% | -1.0% |
| 1Y | -5.3% | +29.2% | -34.5% | -15.1% |
| 3Y | +16.5% | -36.7% | +53.2% | +27.3% |
| 5Y | +49.4% | -37.7% | +87.1% | +61.5% |
| All | +111.3% | -15.8% | +127.1% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling