+494.2%
FIX vs ADP
+46.4%
+447.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.1% |
| 7D | +9.4% | +2.2% | +7.3% | +10.3% |
| 30D | -27.8% | +10.6% | -38.3% | -25.1% |
| 3M | -35.6% | +12.9% | -48.5% | -32.6% |
| 6M | -45.2% | +50.6% | -95.9% | -41.7% |
| YTD | +19.5% | +23.2% | -3.7% | +35.5% |
| 1Y | +24.2% | +25.3% | -1.0% | +39.1% |
| 3Y | +494.2% | +47.1% | +447.0% | +513.2% |
| All | +494.2% | +46.4% | +447.7% | +513.2% |
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