+49.1%
ADP vs RF
+42.5%
+6.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | +14.9% | +6.0% | +8.9% | +13.0% |
| 3M | +11.6% | -8.9% | +20.5% | +14.4% |
| 6M | +48.5% | +2.3% | +46.1% | +47.2% |
| YTD | +20.6% | +7.6% | +13.0% | +17.6% |
| 1Y | +23.7% | +21.2% | +2.5% | +16.6% |
| 3Y | +47.8% | +108.5% | -60.7% | +16.3% |
| All | +49.1% | +42.5% | +6.6% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling