+47.9%
SO vs ADP
+48.5%
-0.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.9% |
| 7D | -1.5% | +3.2% | -4.7% | -2.0% |
| 30D | +8.1% | +14.9% | -6.8% | +5.9% |
| 3M | +0.2% | +11.6% | -11.4% | -1.5% |
| 6M | +0.4% | +48.5% | -48.1% | -5.5% |
| YTD | +8.5% | +20.6% | -12.1% | +7.3% |
| 1Y | +4.9% | +23.7% | -18.8% | +2.9% |
| 3Y | +47.9% | +47.8% | +0.1% | +37.4% |
| All | +47.9% | +48.5% | -0.6% | +37.4% |
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