+160.4%
EWY vs ADP
-8.7%
+169.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | -0.3% |
| 7D | +6.7% | -5.7% | +12.3% | +2.3% |
| 30D | +17.0% | -3.1% | +20.0% | +14.6% |
| 3M | +3.7% | +15.6% | -11.9% | +16.7% |
| 6M | +42.5% | +20.8% | +21.7% | +63.5% |
| YTD | +96.2% | +4.7% | +91.5% | +116.0% |
| 1Y | +160.4% | -8.3% | +168.7% | +173.0% |
| All | +160.4% | -8.7% | +169.0% | +173.0% |
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