+885.1%
EWY vs ADP
+1,196.3%
-311.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | -10.2% | +3.2% | -13.4% | -11.9% |
| 30D | -21.5% | +12.8% | -34.2% | -26.9% |
| 3M | -14.7% | +12.3% | -27.0% | -20.9% |
| 6M | -26.8% | +45.4% | -72.2% | -43.1% |
| YTD | +43.2% | +21.4% | +21.8% | +21.5% |
| 1Y | +48.7% | +23.7% | +25.0% | +24.6% |
| 3Y | +147.9% | +43.6% | +104.3% | +86.1% |
| 5Y | +98.8% | +48.7% | +50.1% | +42.1% |
| 10Y | +216.5% | +316.1% | -99.6% | +10.7% |
| All | +885.1% | +1,196.3% | -311.2% | +54.0% |
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 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