+17,189.5%
ETN vs ADP
+12,480.3%
+4,709.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -2.0% |
| 7D | +3.6% | +2.2% | +1.4% | +2.6% |
| 30D | -13.4% | +10.6% | -24.0% | -17.9% |
| 3M | -21.9% | +12.9% | -34.8% | -27.1% |
| 6M | -12.8% | +50.6% | -63.4% | -30.2% |
| YTD | +12.1% | +23.2% | -11.1% | -2.8% |
| 1Y | +0.8% | +25.3% | -24.4% | -13.4% |
| 3Y | +64.5% | +47.1% | +17.4% | +29.4% |
| 5Y | +121.7% | +50.1% | +71.7% | +70.8% |
| 10Y | +542.2% | +323.6% | +218.6% | +202.0% |
| All | +17,189.5% | +12,480.3% | +4,709.3% | +2,707.1% |
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