+49.1%
ADP vs EW
-14.5%
+63.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +3.2% | +11.0% | -7.8% | +1.0% |
| 30D | +14.9% | +19.1% | -4.2% | +10.7% |
| 3M | +11.6% | +14.4% | -2.7% | +8.4% |
| 6M | +48.5% | +22.8% | +25.7% | +42.0% |
| YTD | +20.6% | +19.8% | +0.8% | +15.6% |
| 1Y | +23.7% | +23.9% | -0.2% | +17.7% |
| 3Y | +47.8% | +52.2% | -4.4% | +27.0% |
| All | +49.1% | -14.5% | +63.5% | +55.1% |
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