+116.2%
B vs ADP
+49.7%
+66.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | -4.3% | +11.9% | -16.2% | -5.5% |
| 3M | -2.3% | +13.7% | -16.0% | -3.7% |
| 6M | -16.2% | +46.8% | -63.0% | -20.4% |
| YTD | -8.8% | +21.8% | -30.6% | -9.9% |
| 1Y | +11.4% | +23.5% | -12.2% | +9.6% |
| 3Y | +174.3% | +44.1% | +130.2% | +157.6% |
| 5Y | +116.2% | +49.9% | +66.3% | +100.8% |
| All | +116.2% | +49.7% | +66.5% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling