+11,904.6%
ADP vs EAT
+10,438.3%
+1,466.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.8% |
| 7D | +3.2% | -2.6% | +5.9% | +3.6% |
| 30D | +14.9% | +11.5% | +3.4% | +12.6% |
| 3M | +11.6% | -9.1% | +20.7% | +12.5% |
| 6M | +48.5% | +40.4% | +8.0% | +38.9% |
| YTD | +20.6% | +43.9% | -23.4% | +11.6% |
| 1Y | +23.7% | +101.9% | -78.3% | +8.0% |
| 3Y | +47.8% | +489.9% | -442.1% | +4.7% |
| 5Y | +47.7% | +362.6% | -314.9% | +5.0% |
| 10Y | +324.0% | +385.7% | -61.7% | +161.6% |
| All | +11,904.6% | +10,438.3% | +1,466.3% | +3,189.2% |
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