+10.2%
FLEX vs ADP
+21.2%
-11.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +3.2% |
| 7D | -19.3% | +3.2% | -22.6% | -16.0% |
| 30D | -41.5% | +14.9% | -56.4% | -31.9% |
| 3M | -43.1% | +11.6% | -54.7% | -35.0% |
| 6M | -48.2% | +48.5% | -96.7% | -25.7% |
| YTD | +15.5% | +20.6% | -5.1% | +49.0% |
| 1Y | +10.2% | +23.7% | -13.5% | +40.5% |
| All | +10.2% | +21.2% | -11.0% | +40.5% |
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 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