+17.8%
ADP vs PL
+454.1%
-436.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.1% |
| 7D | -3.4% | -9.3% | +5.9% | -3.2% |
| 30D | +2.8% | -18.9% | +21.7% | +3.2% |
| 3M | +20.9% | -58.4% | +79.3% | +23.4% |
| 6M | +29.9% | -30.3% | +60.2% | +28.9% |
| YTD | +9.6% | -8.1% | +17.8% | +7.1% |
| 1Y | -5.3% | +180.5% | -185.8% | -13.4% |
| All | +17.8% | +454.1% | -436.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling