+992.7%
C vs ADP
+12,367.0%
-11,374.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.8% |
| 7D | -5.3% | +7.4% | -12.7% | -9.8% |
| 30D | -7.3% | +17.1% | -24.4% | -16.9% |
| 3M | -13.5% | +14.4% | -27.9% | -21.7% |
| 6M | -6.5% | +47.9% | -54.4% | -30.0% |
| YTD | +3.6% | +22.1% | -18.5% | -12.7% |
| 1Y | +18.9% | +21.8% | -2.9% | +0.2% |
| 3Y | +205.0% | +50.5% | +154.5% | +120.4% |
| 5Y | +109.4% | +49.6% | +59.8% | +47.1% |
| 10Y | +232.9% | +329.3% | -96.3% | +13.6% |
| All | +992.7% | +12,367.0% | -11,374.3% | -31.8% |
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 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