+228.4%
EWY vs ADP
+18.0%
+210.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +4.2% |
| 7D | +4.8% | -3.4% | +8.2% | +4.1% |
| 30D | +11.7% | +2.8% | +8.9% | +12.4% |
| 3M | -7.4% | +20.9% | -28.3% | -4.3% |
| 6M | +40.6% | +29.9% | +10.7% | +44.7% |
| YTD | +94.3% | +9.6% | +84.6% | +106.6% |
| 1Y | +164.3% | -5.3% | +169.5% | +192.6% |
| All | +228.4% | +18.0% | +210.4% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling