+49.1%
ADP vs M
-11.5%
+60.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | +3.2% | -4.3% | +7.5% | +3.7% |
| 30D | +14.9% | +1.3% | +13.6% | +14.6% |
| 3M | +11.6% | -7.4% | +19.0% | +12.4% |
| 6M | +48.5% | +18.3% | +30.1% | +44.8% |
| YTD | +20.6% | +7.6% | +13.0% | +18.6% |
| 1Y | +23.7% | +17.4% | +6.3% | +20.3% |
| 3Y | +47.8% | +108.4% | -60.6% | +27.5% |
| All | +49.1% | -11.5% | +60.5% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling