+303.1%
FLEX vs ADP
+44.7%
+258.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.9% |
| 7D | +2.2% | +0.9% | +1.3% | +2.8% |
| 30D | -32.6% | +11.9% | -44.5% | -28.9% |
| 3M | -35.5% | +13.7% | -49.2% | -31.3% |
| 6M | -45.6% | +46.8% | -92.3% | -39.1% |
| YTD | +30.7% | +21.8% | +8.9% | +51.1% |
| 1Y | +28.4% | +23.5% | +4.8% | +47.6% |
| All | +303.1% | +44.7% | +258.3% | +365.2% |
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 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