+26.0%
C vs ADP
+20.3%
+5.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +1.6% |
| 7D | +1.1% | +6.4% | -5.3% | +0.9% |
| 30D | -2.4% | +16.6% | -19.1% | -3.0% |
| 3M | -8.4% | +12.9% | -21.2% | -8.8% |
| 6M | +0.3% | +45.7% | -45.3% | -4.7% |
| YTD | +9.1% | +20.6% | -11.5% | +11.6% |
| 1Y | +26.0% | +20.5% | +5.6% | +28.4% |
| All | +26.0% | +20.3% | +5.7% | +28.4% |
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