+4.3%
EWZ vs ADP
+21.2%
-16.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.5% |
| 7D | -1.5% | +3.2% | -4.7% | -1.1% |
| 30D | -24.5% | +14.9% | -39.4% | -22.9% |
| 3M | -10.7% | +11.6% | -22.3% | -9.2% |
| 6M | -19.1% | +48.5% | -67.5% | -13.8% |
| YTD | +1.6% | +20.6% | -19.0% | +7.2% |
| 1Y | +4.3% | +23.7% | -19.4% | +10.2% |
| All | +4.3% | +21.2% | -16.9% | +10.2% |
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 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