+615.0%
F vs ADP
+11,097.1%
-10,482.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +2.5% |
| 7D | +5.3% | -3.4% | +8.8% | +7.2% |
| 30D | +4.6% | +2.8% | +1.8% | +3.0% |
| 3M | -3.7% | +20.9% | -24.6% | -13.3% |
| 6M | +16.8% | +29.9% | -13.1% | -0.1% |
| YTD | +15.3% | +9.6% | +5.7% | +7.2% |
| 1Y | +31.0% | -5.3% | +36.3% | +31.1% |
| 3Y | +45.4% | +16.5% | +29.0% | +29.0% |
| 5Y | +54.7% | +49.4% | +5.3% | +20.6% |
| 10Y | +98.2% | +282.2% | -184.0% | -7.2% |
| All | +615.0% | +11,097.1% | -10,482.1% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling