+49.1%
ADP vs USFR
+21.3%
+27.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +14.9% | +0.4% | +14.5% | +14.9% |
| 3M | +11.6% | +1.1% | +10.6% | +11.5% |
| 6M | +48.5% | +2.1% | +46.4% | +48.6% |
| YTD | +20.6% | +3.4% | +17.2% | +21.7% |
| 1Y | +23.7% | +4.1% | +19.6% | +25.3% |
| 3Y | +47.8% | +14.4% | +33.4% | +68.4% |
| All | +49.1% | +21.3% | +27.7% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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