+19.4%
ETN vs ADP
-5.0%
+24.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +4.5% |
| 7D | +3.5% | -2.8% | +6.3% | +1.9% |
| 30D | -7.5% | +0.2% | -7.8% | -7.2% |
| 3M | +8.3% | +20.5% | -12.2% | +21.0% |
| 6M | +20.2% | +28.8% | -8.6% | +38.7% |
| YTD | +34.7% | +6.6% | +28.0% | +47.7% |
| 1Y | +19.4% | -6.9% | +26.3% | +28.6% |
| All | +19.4% | -5.0% | +24.4% | +28.6% |
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 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