+49.1%
ADP vs FIVE
+14.2%
+34.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +14.9% | +17.7% | -2.8% | +12.8% |
| 3M | +11.6% | +4.0% | +7.6% | +10.9% |
| 6M | +48.5% | +2.6% | +45.8% | +47.2% |
| YTD | +20.6% | +27.6% | -7.0% | +16.0% |
| 1Y | +23.7% | +59.9% | -36.3% | +15.6% |
| 3Y | +47.8% | +35.8% | +12.0% | +40.7% |
| All | +49.1% | +14.2% | +34.9% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling