+1,163.5%
C vs ADP
+11,097.1%
-9,933.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.1% |
| 7D | +3.6% | -3.4% | +7.1% | +6.0% |
| 30D | +0.1% | +2.8% | -2.7% | -2.1% |
| 3M | +2.4% | +20.9% | -18.5% | -11.3% |
| 6M | +24.9% | +29.9% | -4.9% | +1.7% |
| YTD | +19.8% | +9.6% | +10.2% | +9.3% |
| 1Y | +44.9% | -5.3% | +50.1% | +45.4% |
| 3Y | +263.0% | +16.5% | +246.5% | +212.5% |
| 5Y | +129.5% | +49.4% | +80.1% | +61.8% |
| 10Y | +291.6% | +282.2% | +9.4% | +45.1% |
| All | +1,163.5% | +11,097.1% | -9,933.6% | -14.7% |
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