+49.6%
ADP vs RF
+105.6%
-55.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.7% |
| 7D | +7.4% | -1.6% | +9.0% | +7.8% |
| 30D | +17.1% | +5.0% | +12.0% | +15.7% |
| 3M | +14.4% | -10.0% | +24.4% | +17.2% |
| 6M | +47.9% | +3.3% | +44.6% | +46.5% |
| YTD | +22.1% | +7.9% | +14.1% | +19.5% |
| 1Y | +21.8% | +21.2% | +0.5% | +15.9% |
| All | +49.6% | +105.6% | -55.9% | +30.5% |
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