+216.1%
C vs ADP
+43.9%
+172.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -0.4% | +3.2% | -3.5% | -1.2% |
| 30D | -5.2% | +12.8% | -17.9% | -8.6% |
| 3M | -9.1% | +12.3% | -21.4% | -12.4% |
| 6M | -1.6% | +45.4% | -47.0% | -15.2% |
| YTD | +6.9% | +21.4% | -14.5% | +1.6% |
| 1Y | +23.0% | +23.7% | -0.7% | +15.4% |
| 3Y | +216.1% | +43.6% | +172.5% | +193.6% |
| All | +216.1% | +43.9% | +172.3% | +193.6% |
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