+11,904.6%
ADP vs ECL
+14,051.7%
-2,147.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.5% |
| 7D | +3.2% | -0.8% | +4.0% | +3.5% |
| 30D | +14.9% | +8.1% | +6.8% | +11.2% |
| 3M | +11.6% | +6.4% | +5.3% | +8.7% |
| 6M | +48.5% | +14.8% | +33.7% | +39.6% |
| YTD | +20.6% | +15.5% | +5.1% | +12.2% |
| 1Y | +23.7% | +20.1% | +3.6% | +13.2% |
| 3Y | +47.8% | +77.8% | -30.0% | +13.4% |
| 5Y | +47.7% | +37.9% | +9.9% | +24.1% |
| 10Y | +324.0% | +202.7% | +121.3% | +159.3% |
| All | +11,904.6% | +14,051.7% | -2,147.1% | +2,413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling