+249.4%
ADP vs IR
+288.5%
-39.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | -3.4% | -2.8% | -0.6% | -2.6% |
| 30D | +2.8% | -15.1% | +17.9% | +7.9% |
| 3M | +20.9% | +6.1% | +14.9% | +18.1% |
| 6M | +29.9% | -16.8% | +46.7% | +35.7% |
| YTD | +9.6% | -3.5% | +13.2% | +8.6% |
| 1Y | -5.3% | -3.5% | -1.8% | -6.5% |
| 3Y | +16.5% | +9.5% | +7.0% | +6.9% |
| 5Y | +49.4% | +45.1% | +4.3% | +22.1% |
| All | +249.4% | +288.5% | -39.1% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling