+29.9%
ADP vs IR
-16.8%
+46.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -1.9% |
| 7D | -3.4% | -2.8% | -0.6% | -3.7% |
| 30D | +2.8% | -15.1% | +17.9% | +0.8% |
| 3M | +20.9% | +6.1% | +14.9% | +23.1% |
| 6M | +29.9% | -16.8% | +46.7% | +28.2% |
| All | +29.9% | -16.8% | +46.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 6mo: compounded portfolio wealth divided by compounded IR 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…
6mo analysis · Full analysis span regression · 6 months rolling