+2,541.1%
DUK vs ADP
+11,097.1%
-8,556.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | 0.0% | -3.4% | +3.4% | +0.9% |
| 30D | -1.7% | +2.8% | -4.5% | -2.5% |
| 3M | -0.4% | +20.9% | -21.4% | -5.9% |
| 6M | -7.2% | +29.9% | -37.1% | -14.5% |
| YTD | +5.3% | +9.6% | -4.4% | +1.6% |
| 1Y | +3.0% | -5.3% | +8.2% | +3.4% |
| 3Y | +53.1% | +16.5% | +36.6% | +43.9% |
| 5Y | +37.9% | +49.4% | -11.5% | +19.5% |
| 10Y | +124.8% | +282.2% | -157.4% | +49.3% |
| All | +2,541.1% | +11,097.1% | -8,556.0% | +752.4% |
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 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