+49.6%
ADP vs ES
+50.7%
-1.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | +7.4% | +5.9% | +1.4% | +6.2% |
| 30D | +17.1% | +10.2% | +6.9% | +15.0% |
| 3M | +14.4% | +0.4% | +14.0% | +14.2% |
| 6M | +47.9% | +6.9% | +41.0% | +46.0% |
| YTD | +22.1% | +10.5% | +11.6% | +19.3% |
| 1Y | +21.8% | +3.2% | +18.6% | +20.4% |
| All | +49.6% | +50.7% | -1.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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