+1,020.0%
ADP vs EMB
+132.1%
+887.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +2.8% | -0.3% | +3.1% | +3.0% |
| 3M | +20.9% | -0.4% | +21.3% | +21.2% |
| 6M | +29.9% | +0.1% | +29.8% | +29.5% |
| YTD | +9.6% | +1.6% | +8.1% | +8.4% |
| 1Y | -5.3% | +5.6% | -10.9% | -8.6% |
| 3Y | +16.5% | +29.8% | -13.4% | -1.2% |
| 5Y | +49.4% | +7.3% | +42.1% | +41.4% |
| 10Y | +282.2% | +30.4% | +251.8% | +230.2% |
| All | +1,020.0% | +132.1% | +887.9% | +790.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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