+26.0%
FLEX vs ADP
+26.1%
-0.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -3.3% |
| 7D | +7.5% | +2.2% | +5.3% | +10.1% |
| 30D | -25.3% | +10.6% | -35.8% | -15.7% |
| 3M | -39.7% | +12.9% | -52.6% | -30.0% |
| 6M | -47.9% | +50.6% | -98.5% | -23.7% |
| YTD | +24.1% | +23.2% | +0.9% | +65.1% |
| 1Y | +26.0% | +25.3% | +0.7% | +70.4% |
| All | +26.0% | +26.1% | -0.2% | +70.4% |
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 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