+47.1%
ADP vs EME
+216.1%
-169.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.6% |
| 7D | +2.2% | +8.4% | -6.2% | +2.7% |
| 30D | +10.6% | -11.5% | +22.1% | +10.0% |
| 3M | +12.9% | -20.6% | +33.6% | +11.9% |
| 6M | +50.6% | -28.5% | +79.1% | +50.5% |
| YTD | +23.2% | +8.0% | +15.2% | +19.8% |
| 1Y | +25.3% | +6.8% | +18.5% | +21.9% |
| 3Y | +47.1% | +213.9% | -166.8% | +27.4% |
| All | +47.1% | +216.1% | -169.0% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling