+55.0%
EWY vs ADP
+24.2%
+30.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.2% |
| 7D | +10.4% | +0.3% | +10.2% | +10.7% |
| 30D | -12.7% | +11.6% | -24.3% | -3.7% |
| 3M | -17.3% | +15.1% | -32.4% | -6.1% |
| 6M | -18.6% | +46.0% | -64.6% | +8.6% |
| YTD | +49.5% | +22.4% | +27.1% | +92.2% |
| 1Y | +55.0% | +24.5% | +30.5% | +98.2% |
| All | +55.0% | +24.2% | +30.8% | +98.2% |
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