+1,052.1%
FIX vs ADP
+49.9%
+1,002.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +17.0% | +0.3% | +16.8% | +17.0% |
| 30D | -30.6% | +11.6% | -42.2% | -32.0% |
| 3M | -35.0% | +15.1% | -50.1% | -37.0% |
| 6M | -44.0% | +46.0% | -90.0% | -50.3% |
| YTD | +21.1% | +22.4% | -1.2% | +16.1% |
| 1Y | +16.3% | +24.5% | -8.2% | +9.8% |
| 3Y | +507.4% | +44.8% | +462.6% | +417.9% |
| 5Y | +1,052.1% | +49.1% | +1,003.0% | +837.0% |
| All | +1,052.1% | +49.9% | +1,002.1% | +837.0% |
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