+10,816.5%
ADP vs EAT
+11,644.8%
-828.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +2.8% | +1.9% | +0.9% | +2.2% |
| 3M | +20.9% | +68.7% | -47.7% | +10.7% |
| 6M | +29.9% | +66.9% | -37.0% | +18.3% |
| YTD | +9.6% | +60.4% | -50.8% | +0.2% |
| 1Y | -5.3% | +44.0% | -49.3% | -12.3% |
| 3Y | +16.5% | +604.7% | -588.2% | -19.6% |
| 5Y | +49.4% | +347.0% | -297.6% | +7.1% |
| 10Y | +282.2% | +390.8% | -108.6% | +136.7% |
| All | +10,816.5% | +11,644.8% | -828.3% | +2,853.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling