+12,471.5%
FIX vs ADP
+2,555.7%
+9,915.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +3.0% |
| 7D | +6.0% | -3.4% | +9.5% | +7.9% |
| 30D | -7.2% | +2.8% | -10.0% | -9.0% |
| 3M | -15.9% | +20.9% | -36.8% | -26.1% |
| 6M | +12.7% | +29.9% | -17.1% | -6.8% |
| YTD | +72.8% | +9.6% | +63.1% | +55.8% |
| 1Y | +122.9% | -5.3% | +128.2% | +117.1% |
| 3Y | +774.3% | +16.5% | +757.8% | +648.3% |
| 5Y | +2,049.5% | +49.4% | +2,000.1% | +1,481.4% |
| 10Y | +5,821.5% | +282.2% | +5,539.3% | +2,465.9% |
| All | +12,471.5% | +2,555.7% | +9,915.8% | +2,095.4% |
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