+45.6%
SO vs ADP
+18.2%
+27.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.5% |
| 7D | -0.2% | -3.4% | +3.3% | +0.3% |
| 30D | -4.6% | +2.8% | -7.4% | -5.0% |
| 3M | -3.0% | +20.9% | -24.0% | -5.7% |
| 6M | -8.3% | +29.9% | -38.1% | -11.7% |
| YTD | +3.5% | +9.6% | -6.1% | +3.5% |
| 1Y | -0.9% | -5.3% | +4.3% | +2.9% |
| All | +45.6% | +18.2% | +27.4% | +44.9% |
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