+5,616.3%
ADP vs IT
+6,228.4%
-612.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.4% |
| 7D | +3.2% | -16.9% | +20.1% | +7.0% |
| 30D | +14.9% | +2.3% | +12.6% | +14.0% |
| 3M | +11.6% | +2.9% | +8.8% | +10.4% |
| 6M | +48.5% | +25.9% | +22.6% | +39.9% |
| YTD | +20.6% | -24.6% | +45.2% | +25.0% |
| 1Y | +23.7% | -16.0% | +39.7% | +25.4% |
| 3Y | +47.8% | -51.6% | +99.4% | +64.1% |
| 5Y | +47.7% | -42.6% | +90.4% | +57.4% |
| 10Y | +324.0% | +103.6% | +220.4% | +254.1% |
| All | +5,616.3% | +6,228.4% | -612.1% | +2,617.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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