+48.7%
ADP vs P
+256.4%
-207.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.2% |
| 7D | +3.2% | -13.3% | +16.5% | +3.8% |
| 30D | +12.8% | -34.0% | +46.7% | +14.8% |
| 3M | +12.3% | +4.1% | +8.2% | +10.9% |
| 6M | +45.4% | +30.5% | +14.9% | +40.5% |
| YTD | +21.4% | +52.2% | -30.8% | +15.2% |
| 1Y | +23.7% | +10.3% | +13.4% | +20.1% |
| 3Y | +43.6% | +180.9% | -137.2% | +15.8% |
| 5Y | +48.7% | +259.7% | -211.0% | +11.0% |
| All | +48.7% | +256.4% | -207.7% | +11.0% |
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