+49.1%
ADP vs EAT
+361.6%
-312.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.9% |
| 7D | +3.2% | -2.6% | +5.9% | +3.6% |
| 30D | +14.9% | +11.5% | +3.4% | +13.0% |
| 3M | +11.6% | -9.1% | +20.7% | +12.4% |
| 6M | +48.5% | +40.4% | +8.0% | +40.3% |
| YTD | +20.6% | +43.9% | -23.4% | +12.7% |
| 1Y | +23.7% | +101.9% | -78.3% | +9.7% |
| 3Y | +47.8% | +489.9% | -442.1% | +6.8% |
| All | +49.1% | +361.6% | -312.5% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling