+67.8%
B vs ADP
-4.5%
+72.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.8% |
| 7D | -1.6% | -3.4% | +1.8% | -2.7% |
| 30D | +9.4% | +2.8% | +6.6% | +10.4% |
| 3M | +5.0% | +20.9% | -15.9% | +11.9% |
| 6M | -3.5% | +29.9% | -33.4% | +7.1% |
| YTD | +4.5% | +9.6% | -5.2% | +12.4% |
| 1Y | +67.8% | -5.3% | +73.0% | +79.7% |
| All | +67.8% | -4.5% | +72.3% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling