+4,427.4%
ADP vs PAAS
+955.7%
+3,471.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.3% |
| 7D | +7.4% | -0.4% | +7.8% | +7.4% |
| 30D | +17.1% | -11.6% | +28.7% | +17.7% |
| 3M | +14.4% | -15.6% | +30.0% | +15.1% |
| 6M | +47.9% | -19.1% | +67.0% | +48.7% |
| YTD | +22.1% | -20.9% | +43.0% | +22.3% |
| 1Y | +21.8% | +21.3% | +0.5% | +19.2% |
| 3Y | +50.5% | +177.4% | -126.9% | +39.4% |
| 5Y | +49.6% | +71.3% | -21.8% | +40.8% |
| 10Y | +329.3% | +181.5% | +147.8% | +285.4% |
| All | +4,427.4% | +955.7% | +3,471.7% | +3,702.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling