+854.3%
EEM vs ADP
+1,795.3%
-941.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +3.1% |
| 7D | +2.3% | -3.4% | +5.8% | +4.5% |
| 30D | +4.5% | +2.8% | +1.7% | +2.5% |
| 3M | -0.1% | +20.9% | -21.0% | -12.9% |
| 6M | +16.9% | +29.9% | -12.9% | -4.2% |
| YTD | +26.2% | +9.6% | +16.6% | +14.7% |
| 1Y | +40.5% | -5.3% | +45.8% | +39.8% |
| 3Y | +86.2% | +16.5% | +69.7% | +56.6% |
| 5Y | +45.5% | +49.4% | -3.9% | -1.8% |
| 10Y | +128.6% | +282.2% | -153.6% | -37.2% |
| All | +854.3% | +1,795.3% | -941.0% | -23.6% |
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 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