+46.2%
ADP vs EW
+60.7%
-14.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.3% | +4.9% | -4.7% | -0.3% |
| 30D | +11.6% | +24.1% | -12.5% | +8.9% |
| 3M | +15.1% | +13.7% | +1.4% | +13.3% |
| 6M | +46.0% | +32.7% | +13.3% | +41.7% |
| YTD | +22.4% | +24.1% | -1.7% | +19.3% |
| 1Y | +24.5% | +23.6% | +0.9% | +21.4% |
| All | +46.2% | +60.7% | -14.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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