+3,653.2%
FIX vs ADP
+318.0%
+3,335.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.7% | +6.0% |
| 7D | -17.5% | +3.2% | -20.7% | -19.0% |
| 30D | -41.6% | +14.9% | -56.5% | -46.1% |
| 3M | -40.6% | +11.6% | -52.2% | -44.8% |
| 6M | -49.4% | +48.5% | -97.8% | -61.2% |
| YTD | +9.2% | +20.6% | -11.4% | -6.6% |
| 1Y | +6.5% | +23.7% | -17.2% | -10.8% |
| 3Y | +448.7% | +47.8% | +400.9% | +300.5% |
| 5Y | +948.7% | +47.7% | +901.0% | +649.1% |
| All | +3,653.2% | +318.0% | +3,335.2% | +1,339.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling