+6,358.4%
SO vs ADP
+12,298.0%
-5,939.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -0.1% | +3.2% | -3.3% | -0.9% |
| 30D | +8.7% | +12.8% | -4.1% | +5.5% |
| 3M | +3.4% | +12.3% | -8.9% | +0.3% |
| 6M | +3.7% | +45.4% | -41.7% | -5.8% |
| YTD | +10.0% | +21.4% | -11.4% | +3.9% |
| 1Y | +6.6% | +23.7% | -17.1% | +0.2% |
| 3Y | +52.5% | +43.6% | +8.9% | +37.4% |
| 5Y | +76.1% | +48.7% | +27.3% | +55.8% |
| 10Y | +194.9% | +316.1% | -121.2% | +105.6% |
| All | +6,358.4% | +12,298.0% | -5,939.6% | +2,211.4% |
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