+18.5%
ADP vs EAT
+657.6%
-639.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +2.8% | +1.9% | +0.9% | +2.4% |
| 3M | +20.9% | +68.7% | -47.7% | +14.3% |
| 6M | +29.9% | +66.9% | -37.0% | +22.1% |
| YTD | +9.6% | +60.4% | -50.8% | +3.3% |
| 1Y | -5.3% | +44.0% | -49.3% | -10.1% |
| All | +18.5% | +657.6% | -639.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling