+5,592.0%
ADP vs IT
+6,259.0%
-667.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.1% | -18.8% | +19.9% | +5.3% |
| 30D | +11.5% | -0.1% | +11.6% | +11.2% |
| 3M | +12.0% | +2.9% | +9.1% | +10.8% |
| 6M | +43.8% | +20.4% | +23.4% | +36.7% |
| YTD | +20.1% | -24.3% | +44.3% | +24.3% |
| 1Y | +22.3% | -17.2% | +39.4% | +24.3% |
| 3Y | +43.3% | -52.4% | +95.7% | +59.6% |
| 5Y | +47.3% | -43.7% | +91.1% | +57.5% |
| 10Y | +313.7% | +90.3% | +223.4% | +249.2% |
| All | +5,592.0% | +6,259.0% | -667.0% | +2,603.6% |
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