+512.8%
F vs ADP
+12,367.0%
-11,854.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | +1.4% | +7.4% | -6.0% | -2.2% |
| 30D | +2.0% | +17.1% | -15.0% | -6.0% |
| 3M | -10.4% | +14.4% | -24.8% | -16.6% |
| 6M | +9.7% | +47.9% | -38.2% | -11.7% |
| YTD | -1.2% | +22.1% | -23.3% | -13.1% |
| 1Y | 0.0% | +21.8% | -21.7% | -12.0% |
| 3Y | +41.1% | +50.5% | -9.4% | +9.9% |
| 5Y | -11.4% | +49.6% | -61.0% | -30.9% |
| 10Y | +85.0% | +329.3% | -244.3% | -18.4% |
| All | +512.8% | +12,367.0% | -11,854.2% | -29.0% |
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 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