+420.4%
FIX vs ADP
+50.4%
+370.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.2% | -12.8% | -11.2% |
| 7D | -27.2% | +7.4% | -34.6% | -25.3% |
| 30D | -46.9% | +17.1% | -64.0% | -44.2% |
| 3M | -44.4% | +14.4% | -58.9% | -41.8% |
| 6M | -50.9% | +47.9% | -98.8% | -47.8% |
| YTD | +3.5% | +22.1% | -18.5% | +16.9% |
| 1Y | -2.1% | +21.8% | -23.9% | +10.3% |
| All | +420.4% | +50.4% | +370.0% | +426.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling