+23.7%
ADP vs FIVE
+63.0%
-39.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.2% | +7.3% | -4.1% | +3.0% |
| 30D | +12.8% | +18.1% | -5.3% | +12.4% |
| 3M | +12.3% | +7.7% | +4.6% | +12.1% |
| 6M | +45.4% | +13.6% | +31.8% | +44.8% |
| YTD | +21.4% | +34.6% | -13.2% | +17.1% |
| 1Y | +23.7% | +66.2% | -42.5% | +15.7% |
| All | +23.7% | +63.0% | -39.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling