+5,707.7%
ADP vs M
+396.5%
+5,311.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.5% |
| 7D | -3.4% | +4.7% | -8.2% | -4.2% |
| 30D | +2.8% | -9.6% | +12.4% | +4.6% |
| 3M | +20.9% | +0.9% | +20.1% | +20.2% |
| 6M | +29.9% | +22.3% | +7.6% | +24.2% |
| YTD | +9.6% | +6.5% | +3.1% | +7.1% |
| 1Y | -5.3% | +38.8% | -44.0% | -12.1% |
| 3Y | +16.5% | +115.9% | -99.4% | -5.2% |
| 5Y | +49.4% | +28.6% | +20.8% | +26.2% |
| 10Y | +282.2% | -2.5% | +284.7% | +191.6% |
| All | +5,707.7% | +396.5% | +5,311.2% | +2,554.8% |
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