+53.2%
ADP vs P
+276.6%
-223.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | -3.4% | +6.5% | -10.0% | -3.8% |
| 30D | +2.8% | +18.8% | -16.0% | +1.4% |
| 3M | +20.9% | +26.7% | -5.8% | +18.4% |
| 6M | +29.9% | +62.2% | -32.3% | +23.7% |
| YTD | +9.6% | +48.5% | -38.9% | +4.9% |
| 1Y | -5.3% | +26.4% | -31.7% | -9.0% |
| 3Y | +16.5% | +159.4% | -142.9% | -4.4% |
| All | +53.2% | +276.6% | -223.4% | +14.3% |
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