+10,816.5%
ADP vs TECH
+101,053.8%
-90,237.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +2.8% | +0.7% | +2.1% | +2.7% |
| 3M | +20.9% | +36.3% | -15.4% | +14.8% |
| 6M | +29.9% | +25.6% | +4.3% | +24.0% |
| YTD | +9.6% | +23.7% | -14.0% | +4.8% |
| 1Y | -5.3% | +37.6% | -42.9% | -11.3% |
| 3Y | +16.5% | -6.6% | +23.1% | +13.5% |
| 5Y | +49.4% | -42.2% | +91.6% | +54.8% |
| 10Y | +282.2% | +187.6% | +94.6% | +212.4% |
| All | +10,816.5% | +101,053.8% | -90,237.3% | +5,305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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