+803.7%
B vs ADP
+11,097.1%
-10,293.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -1.6% | -3.4% | +1.8% | -1.3% |
| 30D | +9.4% | +2.8% | +6.6% | +9.1% |
| 3M | +5.0% | +20.9% | -15.9% | +2.8% |
| 6M | -3.5% | +29.9% | -33.4% | -6.4% |
| YTD | +4.5% | +9.6% | -5.2% | +3.1% |
| 1Y | +67.8% | -5.3% | +73.0% | +68.2% |
| 3Y | +196.7% | +16.5% | +180.2% | +190.2% |
| 5Y | +151.9% | +49.4% | +102.5% | +139.7% |
| 10Y | +202.2% | +282.2% | -80.0% | +158.8% |
| All | +803.7% | +11,097.1% | -10,293.4% | +736.0% |
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