-7.3%
F vs ADP
+24.2%
-31.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.8% |
| 7D | -3.9% | +0.3% | -4.1% | -3.9% |
| 30D | -0.5% | +11.6% | -12.1% | 0.0% |
| 3M | -12.9% | +15.1% | -28.0% | -12.4% |
| 6M | +1.5% | +46.0% | -44.5% | +6.7% |
| YTD | -5.0% | +22.4% | -27.4% | +6.3% |
| 1Y | -7.3% | +24.5% | -31.8% | +1.7% |
| All | -7.3% | +24.2% | -31.5% | +1.7% |
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