+24.0%
B vs ADP
+22.7%
+1.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.1% |
| 7D | +11.3% | +1.1% | +10.2% | +11.6% |
| 30D | +2.9% | +11.5% | -8.6% | +6.4% |
| 3M | -2.9% | +12.0% | -14.9% | +0.7% |
| 6M | -1.2% | +43.8% | -45.0% | +12.2% |
| YTD | -1.3% | +20.1% | -21.4% | +8.3% |
| All | +24.0% | +22.7% | +1.3% | +39.5% |
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