+6.5%
FIX vs ADP
+21.2%
-14.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.7% | +4.1% |
| 7D | -17.5% | +3.2% | -20.7% | -14.0% |
| 30D | -41.6% | +14.9% | -56.5% | -31.9% |
| 3M | -40.6% | +11.6% | -52.2% | -32.1% |
| 6M | -49.4% | +48.5% | -97.8% | -25.3% |
| YTD | +9.2% | +20.6% | -11.4% | +34.0% |
| 1Y | +6.5% | +23.7% | -17.2% | +29.8% |
| All | +6.5% | +21.2% | -14.7% | +29.8% |
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 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