-17.2%
F vs ADP
+49.5%
-66.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.1% | +2.2% | -5.3% | -4.1% |
| 30D | 0.0% | +10.6% | -10.5% | -4.6% |
| 3M | -13.2% | +12.9% | -26.1% | -18.1% |
| 6M | -10.2% | +50.6% | -60.8% | -27.1% |
| YTD | -4.9% | +23.2% | -28.1% | -13.8% |
| 1Y | -6.1% | +25.3% | -31.3% | -15.8% |
| 3Y | +46.0% | +47.1% | -1.2% | +13.5% |
| All | -17.2% | +49.5% | -66.7% | -38.8% |
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