+457.6%
ADP vs USFR
+27.5%
+430.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +2.8% | +0.3% | +2.5% | +2.7% |
| 3M | +20.9% | +1.0% | +19.9% | +20.7% |
| 6M | +29.9% | +1.9% | +27.9% | +29.4% |
| YTD | +9.6% | +2.6% | +7.0% | +9.1% |
| 1Y | -5.3% | +4.0% | -9.3% | -5.9% |
| 3Y | +16.5% | +14.1% | +2.4% | +13.8% |
| 5Y | +49.4% | +20.4% | +29.0% | +44.5% |
| 10Y | +282.2% | +28.0% | +254.2% | +265.5% |
| All | +457.6% | +27.5% | +430.0% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling