+17.8%
ADP vs M
+117.7%
-99.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.2% |
| 7D | -3.4% | +4.7% | -8.2% | -3.7% |
| 30D | +2.8% | -9.6% | +12.4% | +3.3% |
| 3M | +20.9% | +0.9% | +20.1% | +20.7% |
| 6M | +29.9% | +22.3% | +7.6% | +27.9% |
| YTD | +9.6% | +6.5% | +3.1% | +8.9% |
| 1Y | -5.3% | +38.8% | -44.0% | -7.6% |
| All | +17.8% | +117.7% | -99.9% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling