+10,816.5%
ADP vs EQT
+3,007.4%
+7,809.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.4% | +1.1% | -4.5% | -3.6% |
| 30D | +2.8% | +7.7% | -4.9% | +1.5% |
| 3M | +20.9% | +0.2% | +20.7% | +20.7% |
| 6M | +29.9% | -9.5% | +39.4% | +31.6% |
| YTD | +9.6% | +3.8% | +5.8% | +8.2% |
| 1Y | -5.3% | +7.8% | -13.0% | -7.4% |
| 3Y | +16.5% | +30.1% | -13.7% | +7.9% |
| 5Y | +49.4% | +188.6% | -139.2% | +14.8% |
| 10Y | +282.2% | +54.6% | +227.6% | +195.2% |
| All | +10,816.5% | +3,007.4% | +7,809.1% | +4,182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling