+517.4%
ADP vs USFR
+28.6%
+488.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +12.8% | +0.4% | +12.4% | +12.7% |
| 3M | +12.3% | +1.1% | +11.3% | +12.1% |
| 6M | +45.4% | +2.1% | +43.4% | +44.8% |
| YTD | +21.4% | +3.4% | +18.0% | +20.7% |
| 1Y | +23.7% | +4.1% | +19.6% | +22.8% |
| 3Y | +43.6% | +14.4% | +29.2% | +40.3% |
| 5Y | +48.7% | +21.4% | +27.3% | +43.6% |
| 10Y | +316.1% | +28.5% | +287.6% | +297.5% |
| All | +517.4% | +28.6% | +488.8% | +488.2% |
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