+18.1%
EWZ vs ADP
+50.4%
-32.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -4.2% | +7.4% | -11.5% | -4.6% |
| 30D | -26.1% | +17.1% | -43.2% | -26.8% |
| 3M | -12.0% | +14.4% | -26.5% | -12.8% |
| 6M | -19.3% | +47.9% | -67.1% | -22.0% |
| YTD | +0.9% | +22.1% | -21.2% | +2.0% |
| 1Y | +3.4% | +21.8% | -18.4% | +4.4% |
| All | +18.1% | +50.4% | -32.3% | +8.4% |
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 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