-40.1%
ON vs ADP
+47.6%
-87.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -1.0% |
| 7D | -11.7% | +3.2% | -14.9% | -7.9% |
| 30D | -23.3% | +14.9% | -38.2% | -7.9% |
| 3M | -19.2% | +11.6% | -30.8% | -6.1% |
| 6M | -40.1% | +48.5% | -88.6% | +16.7% |
| All | -40.1% | +47.6% | -87.7% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling