+756.9%
ADP vs FIVE
+826.1%
-69.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.9% |
| 7D | +7.4% | -1.7% | +9.1% | +7.6% |
| 30D | +17.1% | +14.9% | +2.1% | +14.2% |
| 3M | +14.4% | +7.6% | +6.8% | +12.6% |
| 6M | +47.9% | +6.4% | +41.5% | +44.9% |
| YTD | +22.1% | +28.1% | -6.0% | +15.2% |
| 1Y | +21.8% | +54.7% | -33.0% | +11.0% |
| 3Y | +50.5% | +36.1% | +14.4% | +33.7% |
| 5Y | +49.6% | +14.9% | +34.7% | +33.7% |
| 10Y | +329.3% | +578.8% | -249.6% | +172.5% |
| All | +756.9% | +826.1% | -69.2% | +405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling