+11,904.6%
ADP vs GEN
+8,588.0%
+3,316.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | +3.2% | +2.3% | +1.0% | +2.9% |
| 30D | +14.9% | +33.1% | -18.1% | +10.2% |
| 3M | +11.6% | +6.5% | +5.1% | +10.2% |
| 6M | +48.5% | +53.8% | -5.3% | +39.0% |
| YTD | +20.6% | +11.2% | +9.3% | +17.9% |
| 1Y | +23.7% | +19.4% | +4.3% | +19.8% |
| 3Y | +47.8% | +81.0% | -33.2% | +34.3% |
| 5Y | +47.7% | +33.4% | +14.3% | +38.8% |
| 10Y | +324.0% | +164.3% | +159.7% | +254.5% |
| All | +11,904.6% | +8,588.0% | +3,316.6% | +5,623.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling