+3,159.0%
ADP vs EL
+1,685.7%
+1,473.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.8% |
| 7D | -3.4% | +0.8% | -4.2% | -3.7% |
| 30D | +2.8% | +19.8% | -17.1% | -2.2% |
| 3M | +20.9% | +25.7% | -4.8% | +13.6% |
| 6M | +29.9% | +5.4% | +24.4% | +26.2% |
| YTD | +9.6% | +0.2% | +9.4% | +6.7% |
| 1Y | -5.3% | +20.4% | -25.7% | -12.7% |
| 3Y | +16.5% | -32.1% | +48.6% | +17.9% |
| 5Y | +49.4% | -67.2% | +116.6% | +81.7% |
| 10Y | +282.2% | +31.7% | +250.4% | +213.8% |
| All | +3,159.0% | +1,685.7% | +1,473.2% | +1,363.5% |
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