+72.7%
ADP vs S
-49.1%
+121.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.2% | +1.4% | +1.8% | +2.9% |
| 30D | +12.8% | -10.8% | +23.6% | +13.7% |
| 3M | +12.3% | +5.4% | +6.9% | +10.9% |
| 6M | +45.4% | +41.2% | +4.2% | +39.0% |
| YTD | +21.4% | +56.2% | -34.8% | +14.5% |
| 1Y | +23.7% | +36.3% | -12.6% | +18.0% |
| 3Y | +43.6% | +49.4% | -5.8% | +33.1% |
| 5Y | +48.7% | -66.9% | +115.6% | +42.5% |
| All | +72.7% | -49.1% | +121.8% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling