+10,816.5%
ADP vs ECL
+13,009.7%
-2,193.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | -2.6% | -0.8% | -2.4% |
| 30D | +2.8% | -2.2% | +5.0% | +3.7% |
| 3M | +20.9% | +10.1% | +10.8% | +16.0% |
| 6M | +29.9% | -5.7% | +35.6% | +31.9% |
| YTD | +9.6% | +7.0% | +2.7% | +5.4% |
| 1Y | -5.3% | +2.7% | -7.9% | -7.4% |
| 3Y | +16.5% | +57.7% | -41.2% | -6.0% |
| 5Y | +49.4% | +31.1% | +18.3% | +28.0% |
| 10Y | +282.2% | +150.9% | +131.3% | +151.7% |
| All | +10,816.5% | +13,009.7% | -2,193.2% | +2,260.7% |
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