+14.4%
FIX vs ADP
+20.3%
-5.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.5% | -17.6% | -12.5% |
| 7D | -18.9% | +6.4% | -25.3% | -13.1% |
| 30D | -36.3% | +16.6% | -52.9% | -25.2% |
| 3M | -38.5% | +12.9% | -51.4% | -29.4% |
| 6M | -42.3% | +45.7% | -87.9% | -16.9% |
| YTD | +17.1% | +20.6% | -3.5% | +46.4% |
| 1Y | +14.4% | +20.5% | -6.1% | +40.7% |
| All | +14.4% | +20.3% | -5.9% | +40.7% |
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