+7,433.0%
FIX vs ADP
+2,856.8%
+4,576.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.2% | -12.8% | -12.2% |
| 7D | -27.2% | +7.4% | -34.6% | -30.2% |
| 30D | -46.9% | +17.1% | -64.0% | -51.7% |
| 3M | -44.4% | +14.4% | -58.9% | -49.3% |
| 6M | -50.9% | +47.9% | -98.8% | -62.2% |
| YTD | +3.5% | +22.1% | -18.5% | -13.1% |
| 1Y | -2.1% | +21.8% | -23.9% | -18.0% |
| 3Y | +418.7% | +50.5% | +368.3% | +280.8% |
| 5Y | +894.6% | +49.6% | +845.0% | +623.9% |
| 10Y | +3,465.5% | +329.3% | +3,136.2% | +1,332.8% |
| All | +7,433.0% | +2,856.8% | +4,576.2% | +1,124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling