+719.1%
B vs ADP
+12,213.2%
-11,494.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | +9.6% | +3.2% | +6.4% | +9.3% |
| 30D | +3.5% | +14.9% | -11.4% | +2.1% |
| 3M | -1.6% | +11.6% | -13.2% | -2.7% |
| 6M | -1.7% | +48.5% | -50.1% | -5.8% |
| YTD | -5.3% | +20.6% | -25.9% | -7.5% |
| 1Y | +27.2% | +23.7% | +3.5% | +24.0% |
| 3Y | +166.1% | +47.8% | +118.3% | +154.0% |
| 5Y | +136.5% | +47.7% | +88.8% | +125.1% |
| 10Y | +172.2% | +324.0% | -151.7% | +130.7% |
| All | +719.1% | +12,213.2% | -11,494.1% | +650.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling