+5,098.2%
ADP vs IT
+6,105.9%
-1,007.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.1% |
| 7D | -3.4% | -6.0% | +2.6% | -2.2% |
| 30D | +2.8% | 0.0% | +2.8% | +2.7% |
| 3M | +20.9% | +13.1% | +7.9% | +17.0% |
| 6M | +29.9% | +11.7% | +18.2% | +25.7% |
| YTD | +9.6% | -26.1% | +35.8% | +14.6% |
| 1Y | -5.3% | -21.3% | +16.0% | -2.6% |
| 3Y | +16.5% | -46.7% | +63.2% | +27.2% |
| 5Y | +49.4% | -40.5% | +89.9% | +58.7% |
| 10Y | +282.2% | +103.9% | +178.3% | +220.5% |
| All | +5,098.2% | +6,105.9% | -1,007.7% | +2,392.0% |
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