+55.0%
EWZ vs ADP
+49.8%
+5.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +6.5% | -3.4% | +9.9% | +7.1% |
| 30D | +4.8% | +2.8% | +2.1% | +4.3% |
| 3M | +9.9% | +20.9% | -11.0% | +5.6% |
| 6M | +1.9% | +29.9% | -27.9% | -3.7% |
| YTD | +20.3% | +9.6% | +10.7% | +18.7% |
| 1Y | +35.6% | -5.3% | +40.9% | +39.4% |
| 3Y | +43.4% | +16.5% | +27.0% | +38.2% |
| All | +55.0% | +49.8% | +5.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling