+17.8%
ADP vs RF
+86.8%
-69.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | +2.8% | -3.6% | +6.4% | +3.6% |
| 3M | +20.9% | +8.1% | +12.8% | +18.6% |
| 6M | +29.9% | +11.5% | +18.4% | +26.2% |
| YTD | +9.6% | +15.6% | -5.9% | +5.6% |
| 1Y | -5.3% | +15.7% | -20.9% | -8.9% |
| All | +17.8% | +86.8% | -69.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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