-5.5%
ETN vs ADP
+20.3%
-25.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.5% | -12.4% | -8.1% |
| 7D | -10.1% | +6.4% | -16.5% | -6.1% |
| 30D | -18.4% | +16.6% | -35.0% | -9.6% |
| 3M | -20.4% | +12.9% | -33.3% | -13.2% |
| 6M | -16.0% | +45.7% | -61.6% | +5.7% |
| YTD | +11.8% | +20.6% | -8.9% | +35.5% |
| 1Y | -5.5% | +20.5% | -26.0% | +13.3% |
| All | -5.5% | +20.3% | -25.8% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling