+19,963.1%
ETN vs ADP
+11,097.1%
+8,865.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.5% | +4.4% |
| 7D | +2.0% | -3.4% | +5.4% | +3.6% |
| 30D | -7.9% | +2.8% | -10.7% | -9.3% |
| 3M | -1.6% | +20.9% | -22.5% | -11.4% |
| 6M | +16.9% | +29.9% | -13.0% | +0.2% |
| YTD | +30.1% | +9.6% | +20.4% | +20.2% |
| 1Y | +19.3% | -5.3% | +24.6% | +17.8% |
| 3Y | +82.5% | +16.5% | +66.0% | +61.6% |
| 5Y | +166.8% | +49.4% | +117.4% | +107.5% |
| 10Y | +649.7% | +282.2% | +367.5% | +273.7% |
| All | +19,963.1% | +11,097.1% | +8,865.9% | +3,372.5% |
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