+5,976.4%
SO vs ADP
+11,097.1%
-5,120.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.2% |
| 7D | -0.2% | -3.4% | +3.3% | +0.7% |
| 30D | -4.6% | +2.8% | -7.4% | -5.3% |
| 3M | -3.0% | +20.9% | -24.0% | -7.7% |
| 6M | -8.3% | +29.9% | -38.1% | -14.5% |
| YTD | +3.5% | +9.6% | -6.1% | +0.3% |
| 1Y | -0.9% | -5.3% | +4.3% | -0.5% |
| 3Y | +45.4% | +16.5% | +28.9% | +37.8% |
| 5Y | +59.6% | +49.4% | +10.2% | +41.1% |
| 10Y | +156.6% | +282.2% | -125.6% | +83.0% |
| All | +5,976.4% | +11,097.1% | -5,120.8% | +2,131.4% |
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 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