+166.1%
B vs ADP
+48.5%
+117.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.5% |
| 7D | +9.6% | +3.2% | +6.4% | +9.8% |
| 30D | +3.5% | +14.9% | -11.4% | +4.3% |
| 3M | -1.6% | +11.6% | -13.2% | -0.9% |
| 6M | -1.7% | +48.5% | -50.1% | -0.1% |
| YTD | -5.3% | +20.6% | -25.9% | -0.8% |
| 1Y | +27.2% | +23.7% | +3.5% | +32.6% |
| 3Y | +166.1% | +47.8% | +118.3% | +180.6% |
| All | +166.1% | +48.5% | +117.6% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling