+286.9%
ADP vs IR
+336.9%
-50.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +3.2% | +1.5% | +1.6% | +2.6% |
| 30D | +12.8% | +9.0% | +3.7% | +9.6% |
| 3M | +12.3% | -0.9% | +13.2% | +12.1% |
| 6M | +45.4% | +13.4% | +32.0% | +38.5% |
| YTD | +21.4% | +8.5% | +12.9% | +15.6% |
| 1Y | +23.7% | +11.3% | +12.5% | +16.7% |
| 3Y | +43.6% | +26.0% | +17.6% | +26.0% |
| 5Y | +48.7% | +47.9% | +0.9% | +20.9% |
| All | +286.9% | +336.9% | -50.0% | +126.2% |
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 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