+8.1%
EWZ vs ADP
+20.3%
-12.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.9% |
| 7D | -4.1% | +6.4% | -10.4% | -3.3% |
| 30D | -25.0% | +16.6% | -41.6% | -23.2% |
| 3M | -10.6% | +12.9% | -23.5% | -9.0% |
| 6M | -16.6% | +45.7% | -62.3% | -11.6% |
| YTD | +2.5% | +20.6% | -18.2% | +8.5% |
| 1Y | +8.1% | +20.5% | -12.4% | +14.4% |
| All | +8.1% | +20.3% | -12.2% | +14.4% |
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