+1,083.5%
ADP vs EW
+6,974.1%
-5,890.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.9% |
| YTD | +9.6% | +5.5% | +4.2% | +7.9% |
| 1Y | -5.3% | +11.0% | -16.3% | -8.0% |
| 3Y | +16.5% | +17.7% | -1.2% | +8.3% |
| 5Y | +49.4% | -25.7% | +75.1% | +51.9% |
| 10Y | +282.2% | +132.8% | +149.4% | +202.4% |
| All | +1,083.5% | +6,974.1% | -5,890.6% | +451.5% |
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 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