+53.2%
ADP vs EW
-25.6%
+78.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +2.8% | +1.0% | +1.7% | +2.5% |
| 3M | +20.9% | +2.8% | +18.1% | +20.1% |
| 6M | +29.9% | +5.5% | +24.4% | +28.1% |
| YTD | +9.6% | +5.5% | +4.2% | +8.0% |
| 1Y | -5.3% | +11.0% | -16.3% | -7.8% |
| 3Y | +16.5% | +17.7% | -1.2% | +7.1% |
| All | +53.2% | -25.6% | +78.8% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling