+6,366.3%
ADP vs M
+425.5%
+5,940.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.1% | +2.2% |
| 7D | +7.4% | -2.1% | +9.5% | +7.7% |
| 30D | +17.1% | +7.7% | +9.4% | +15.4% |
| 3M | +14.4% | -4.4% | +18.8% | +15.0% |
| 6M | +47.9% | +27.5% | +20.4% | +40.4% |
| YTD | +22.1% | +12.8% | +9.3% | +17.8% |
| 1Y | +21.8% | +20.7% | +1.0% | +15.9% |
| 3Y | +50.5% | +111.3% | -60.8% | +23.0% |
| 5Y | +49.6% | -6.3% | +55.9% | +35.2% |
| 10Y | +329.3% | +1.5% | +327.8% | +225.0% |
| All | +6,366.3% | +425.5% | +5,940.8% | +2,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling