+98.5%
FLEX vs ADP
-4.5%
+103.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | -0.2% |
| 7D | -0.9% | -3.4% | +2.5% | -3.8% |
| 30D | -10.1% | +2.8% | -12.9% | -7.6% |
| 3M | -31.3% | +20.9% | -52.3% | -18.4% |
| 6M | +71.3% | +29.9% | +41.4% | +112.3% |
| YTD | +81.2% | +9.6% | +71.6% | +108.1% |
| 1Y | +98.5% | -5.3% | +103.8% | +115.2% |
| All | +98.5% | -4.5% | +103.0% | +115.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling