+1,201.4%
ADP vs EW
+7,937.2%
-6,735.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +3.2% | +11.0% | -7.8% | +0.9% |
| 30D | +14.9% | +19.1% | -4.2% | +10.5% |
| 3M | +11.6% | +14.4% | -2.7% | +8.2% |
| 6M | +48.5% | +22.8% | +25.7% | +41.6% |
| YTD | +20.6% | +19.8% | +0.8% | +15.2% |
| 1Y | +23.7% | +23.9% | -0.2% | +17.3% |
| 3Y | +47.8% | +52.2% | -4.4% | +29.7% |
| 5Y | +47.7% | -13.9% | +61.6% | +45.3% |
| 10Y | +324.0% | +241.9% | +82.1% | +212.6% |
| All | +1,201.4% | +7,937.2% | -6,735.8% | +489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling