+1,449.6%
NET vs ADP
+100.1%
+1,349.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.5% |
| 7D | -7.0% | -3.4% | -3.5% | -4.7% |
| 30D | -4.8% | +2.8% | -7.6% | -6.6% |
| 3M | +3.8% | +20.9% | -17.1% | -9.8% |
| 6M | +50.0% | +29.9% | +20.2% | +23.9% |
| YTD | +41.5% | +9.6% | +31.8% | +31.1% |
| 1Y | +32.8% | -5.3% | +38.1% | +35.4% |
| 3Y | +335.9% | +16.5% | +319.4% | +281.8% |
| 5Y | +113.8% | +49.4% | +64.4% | +68.6% |
| All | +1,449.6% | +100.1% | +1,349.5% | +1,043.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling