+48.7%
ADP vs ECL
+38.6%
+10.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | +2.2% | +2.9% | -0.7% | +1.0% |
| 30D | +10.6% | +7.5% | +3.1% | +7.4% |
| 3M | +12.9% | +12.2% | +0.7% | +7.8% |
| 6M | +50.6% | +24.6% | +26.1% | +37.8% |
| YTD | +23.2% | +18.8% | +4.4% | +13.6% |
| 1Y | +25.3% | +19.3% | +5.9% | +15.2% |
| 3Y | +47.1% | +78.2% | -31.1% | +11.1% |
| All | +48.7% | +38.6% | +10.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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