+777.0%
FIX vs ADP
+16.9%
+760.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.5% |
| 7D | +6.0% | -3.4% | +9.5% | +5.4% |
| 30D | -7.2% | +2.8% | -10.0% | -6.7% |
| 3M | -15.9% | +20.9% | -36.8% | -14.0% |
| 6M | +12.7% | +29.9% | -17.1% | +14.5% |
| YTD | +72.8% | +9.6% | +63.1% | +84.9% |
| 1Y | +122.9% | -5.3% | +128.2% | +155.4% |
| All | +777.0% | +16.9% | +760.1% | +900.2% |
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