+3,483.8%
ADP vs EL
+1,792.3%
+1,691.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.8% |
| 7D | +3.2% | +0.8% | +2.5% | +2.9% |
| 30D | +14.9% | +16.5% | -1.6% | +10.4% |
| 3M | +11.6% | +29.2% | -17.6% | +4.0% |
| 6M | +48.5% | +27.9% | +20.5% | +37.9% |
| YTD | +20.6% | +6.2% | +14.4% | +15.4% |
| 1Y | +23.7% | +27.2% | -3.5% | +12.6% |
| 3Y | +47.8% | +3.2% | +44.6% | +33.3% |
| 5Y | +47.7% | -66.0% | +113.7% | +77.9% |
| 10Y | +324.0% | +58.3% | +265.6% | +231.8% |
| All | +3,483.8% | +1,792.3% | +1,691.5% | +1,481.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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