+140.1%
ADP vs EQX
+244.1%
-104.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -5.7% | +1.7% | -7.4% | -5.7% |
| 30D | -3.1% | +11.1% | -14.2% | -3.4% |
| 3M | +15.6% | +23.1% | -7.5% | +14.9% |
| 6M | +20.8% | -21.8% | +42.6% | +21.6% |
| YTD | +4.7% | -8.1% | +12.8% | +4.5% |
| 1Y | -8.3% | +29.7% | -38.0% | -10.1% |
| 3Y | +13.6% | +179.9% | -166.4% | +5.8% |
| 5Y | +45.0% | +82.5% | -37.5% | +34.1% |
| All | +140.1% | +244.1% | -104.0% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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