-3.2%
ADP vs SOLS
+22.7%
-25.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.3% |
| 7D | -5.5% | +4.5% | -10.0% | -4.9% |
| 30D | -1.2% | +6.0% | -7.2% | -0.4% |
| 3M | +17.9% | -19.7% | +37.6% | +15.8% |
| 6M | +20.3% | -10.4% | +30.7% | +18.9% |
| YTD | +5.8% | +33.3% | -27.4% | +2.8% |
| All | -3.2% | +22.7% | -25.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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