+11,912.1%
ADP vs RF
+1,462.6%
+10,449.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | +6.4% | +2.3% | +4.1% | +5.9% |
| 30D | +16.6% | +7.2% | +9.4% | +15.0% |
| 3M | +12.9% | -8.2% | +21.1% | +14.8% |
| 6M | +45.7% | +7.0% | +38.6% | +43.4% |
| YTD | +20.6% | +10.3% | +10.4% | +17.8% |
| 1Y | +20.5% | +25.1% | -4.6% | +14.6% |
| 3Y | +48.7% | +110.3% | -61.6% | +25.5% |
| 5Y | +50.0% | +47.1% | +2.9% | +34.2% |
| 10Y | +324.2% | +297.9% | +26.3% | +199.2% |
| All | +11,912.1% | +1,462.6% | +10,449.5% | +4,438.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling