+48.5%
ADP vs EQT
+197.4%
-148.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -5.7% | -1.2% | -4.5% | -5.6% |
| 30D | -1.4% | +1.1% | -2.5% | -1.5% |
| 3M | +16.6% | +4.8% | +11.8% | +15.8% |
| 6M | +24.9% | -10.6% | +35.5% | +26.3% |
| YTD | +5.6% | +3.4% | +2.1% | +4.6% |
| 1Y | -6.0% | +8.7% | -14.7% | -7.7% |
| 3Y | +14.5% | +35.0% | -20.5% | +8.0% |
| All | +48.5% | +197.4% | -148.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling