+326.9%
ADP vs P
+485.4%
-158.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -3.4% | +6.5% | -10.0% | -4.2% |
| 30D | +2.8% | +18.8% | -16.0% | 0.0% |
| 3M | +20.9% | +26.7% | -5.8% | +15.8% |
| 6M | +29.9% | +62.2% | -32.3% | +19.1% |
| YTD | +9.6% | +48.5% | -38.9% | +1.2% |
| 1Y | -5.3% | +26.4% | -31.7% | -11.8% |
| 3Y | +16.5% | +159.4% | -142.9% | -9.8% |
| 5Y | +49.4% | +275.8% | -226.4% | +4.7% |
| 10Y | +282.2% | +732.0% | -449.8% | +126.2% |
| All | +326.9% | +485.4% | -158.5% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling