+1,046.7%
FIX vs ADP
+48.1%
+998.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.5% |
| 7D | -7.2% | +1.1% | -8.3% | -7.5% |
| 30D | -35.1% | +11.5% | -46.6% | -36.5% |
| 3M | -34.3% | +12.0% | -46.3% | -36.0% |
| 6M | -42.9% | +43.8% | -86.7% | -49.4% |
| YTD | +19.5% | +20.1% | -0.6% | +14.7% |
| 1Y | +16.8% | +22.3% | -5.5% | +10.5% |
| 3Y | +506.7% | +43.3% | +463.4% | +415.8% |
| 5Y | +1,046.7% | +47.3% | +999.3% | +829.3% |
| All | +1,046.7% | +48.1% | +998.6% | +829.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling