+47.9%
ADP vs ES
+5.8%
+42.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.5% |
| 7D | +7.4% | +5.9% | +1.4% | +5.3% |
| 30D | +17.1% | +10.2% | +6.9% | +13.5% |
| 3M | +14.4% | +0.4% | +14.0% | +13.3% |
| 6M | +47.9% | +6.9% | +41.0% | +48.3% |
| All | +47.9% | +5.8% | +42.1% | +48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling