+48.7%
ADP vs P
+279.3%
-230.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | +2.2% | +11.6% | -9.4% | +1.7% |
| 30D | +10.6% | -23.7% | +34.2% | +11.7% |
| 3M | +12.9% | -8.0% | +20.9% | +12.6% |
| 6M | +50.6% | +27.9% | +22.7% | +46.3% |
| YTD | +23.2% | +61.2% | -38.0% | +16.6% |
| 1Y | +25.3% | +28.6% | -3.4% | +20.1% |
| 3Y | +47.1% | +200.5% | -153.3% | +18.0% |
| All | +48.7% | +279.3% | -230.6% | +10.3% |
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