+20.5%
ADP vs PAAS
+24.3%
-3.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.4% | -5.8% | +3.2% |
| 7D | +6.4% | -1.1% | +7.5% | +6.2% |
| 30D | +16.6% | -8.5% | +25.1% | +15.9% |
| 3M | +12.9% | -7.3% | +20.2% | +12.6% |
| 6M | +45.7% | -18.3% | +63.9% | +44.5% |
| YTD | +20.6% | -19.2% | +39.8% | +19.1% |
| 1Y | +20.5% | +26.1% | -5.6% | +19.1% |
| All | +20.5% | +24.3% | -3.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling