+275.2%
ADP vs EME
+1,301.6%
-1,026.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -5.7% | +0.9% | -6.7% | -6.0% |
| 30D | -1.4% | -8.4% | +7.0% | +0.5% |
| 3M | +16.6% | -3.6% | +20.2% | +15.6% |
| 6M | +24.9% | +3.6% | +21.4% | +20.0% |
| YTD | +5.6% | +22.5% | -16.9% | -4.6% |
| 1Y | -6.0% | +18.2% | -24.2% | -15.6% |
| 3Y | +14.5% | +238.4% | -223.9% | -35.0% |
| 5Y | +47.9% | +550.5% | -502.6% | -37.8% |
| All | +275.2% | +1,301.6% | -1,026.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling