+20.5%
ADP vs GEN
+20.2%
+0.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.4% | +1.4% |
| 7D | +6.4% | +26.9% | -20.5% | -1.2% |
| 30D | +16.6% | +38.6% | -22.0% | +5.2% |
| 3M | +12.9% | +9.7% | +3.1% | +9.9% |
| 6M | +45.7% | +58.9% | -13.2% | +24.8% |
| YTD | +20.6% | +15.3% | +5.3% | +20.9% |
| 1Y | +20.5% | +21.8% | -1.3% | +17.7% |
| All | +20.5% | +20.2% | +0.3% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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