+442.4%
FLEX vs ADP
+16.9%
+425.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.0% |
| 7D | -0.9% | -3.4% | +2.5% | -1.8% |
| 30D | -10.1% | +2.8% | -12.9% | -9.4% |
| 3M | -31.3% | +20.9% | -52.3% | -28.4% |
| 6M | +71.3% | +29.9% | +41.4% | +78.5% |
| YTD | +81.2% | +9.6% | +71.6% | +95.5% |
| 1Y | +98.5% | -5.3% | +103.8% | +123.7% |
| All | +442.4% | +16.9% | +425.6% | +507.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling