-15.1%
F vs ADP
+48.1%
-63.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | -0.6% | +1.1% | -1.7% | -1.1% |
| 30D | +2.9% | +11.5% | -8.6% | -2.3% |
| 3M | -9.5% | +12.0% | -21.5% | -14.3% |
| 6M | +4.0% | +43.8% | -39.8% | -13.8% |
| YTD | -1.3% | +20.1% | -21.3% | -9.4% |
| 1Y | -1.9% | +22.3% | -24.2% | -11.2% |
| 3Y | +53.5% | +43.3% | +10.2% | +20.9% |
| 5Y | -15.1% | +47.3% | -62.5% | -37.0% |
| All | -15.1% | +48.1% | -63.2% | -37.0% |
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