+49.1%
ADP vs S
-70.0%
+119.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +1.2% |
| 7D | +0.3% | +4.1% | -3.8% | -0.3% |
| 30D | +11.6% | -7.2% | +18.8% | +12.1% |
| 3M | +15.1% | 0.0% | +15.1% | +14.1% |
| 6M | +46.0% | +41.6% | +4.4% | +38.8% |
| YTD | +22.4% | +48.6% | -26.2% | +15.3% |
| 1Y | +24.5% | +30.0% | -5.6% | +18.6% |
| 3Y | +44.8% | +42.2% | +2.6% | +33.3% |
| 5Y | +49.1% | -70.8% | +119.9% | +56.6% |
| All | +49.1% | -70.0% | +119.1% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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