+614.8%
FLEX vs ADP
+322.2%
+292.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.3% |
| 7D | +7.5% | +2.2% | +5.3% | +6.4% |
| 30D | -25.3% | +10.6% | -35.8% | -29.6% |
| 3M | -39.7% | +12.9% | -52.6% | -44.2% |
| 6M | -47.9% | +50.6% | -98.5% | -60.1% |
| YTD | +24.1% | +23.2% | +0.9% | +5.4% |
| 1Y | +26.0% | +25.3% | +0.7% | +5.6% |
| 3Y | +282.7% | +47.1% | +235.6% | +178.9% |
| 5Y | +424.2% | +50.1% | +374.2% | +269.4% |
| All | +614.8% | +322.2% | +292.6% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling