+48.7%
ADP vs EW
-7.9%
+56.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +2.2% | +4.9% | -2.7% | +1.1% |
| 30D | +10.6% | +23.9% | -13.4% | +5.7% |
| 3M | +12.9% | +15.8% | -2.8% | +9.4% |
| 6M | +50.6% | +31.7% | +19.0% | +42.1% |
| YTD | +23.2% | +25.7% | -2.5% | +16.9% |
| 1Y | +25.3% | +24.4% | +0.8% | +19.1% |
| 3Y | +47.1% | +65.9% | -18.7% | +23.7% |
| All | +48.7% | -7.9% | +56.6% | +51.3% |
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