+1,236.8%
EWY vs ADP
+1,070.8%
+166.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.7% |
| 7D | +4.8% | -3.4% | +8.2% | +6.7% |
| 30D | +11.7% | +2.8% | +8.9% | +9.7% |
| 3M | -7.4% | +20.9% | -28.3% | -18.9% |
| 6M | +40.6% | +29.9% | +10.7% | +16.4% |
| YTD | +94.3% | +9.6% | +84.6% | +76.1% |
| 1Y | +164.3% | -5.3% | +169.5% | +159.0% |
| 3Y | +221.0% | +16.5% | +204.5% | +173.3% |
| 5Y | +139.1% | +49.4% | +89.7% | +70.7% |
| 10Y | +298.8% | +282.2% | +16.6% | +47.3% |
| All | +1,236.8% | +1,070.8% | +166.1% | +123.2% |
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 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