+49.1%
ADP vs P
+247.4%
-198.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.4% |
| 7D | +3.2% | -23.8% | +27.0% | +4.4% |
| 30D | +14.9% | -36.6% | +51.5% | +17.2% |
| 3M | +11.6% | +10.9% | +0.7% | +9.6% |
| 6M | +48.5% | +30.0% | +18.5% | +43.2% |
| YTD | +20.6% | +44.4% | -23.8% | +14.7% |
| 1Y | +23.7% | +3.9% | +19.8% | +20.5% |
| 3Y | +47.8% | +176.6% | -128.8% | +18.5% |
| All | +49.1% | +247.4% | -198.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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