-6.4%
T vs ADP
+20.3%
-26.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.5% | +1.8% |
| 7D | +5.5% | +6.4% | -0.9% | +4.7% |
| 30D | -8.9% | +16.6% | -25.6% | -10.0% |
| 3M | -5.6% | +12.9% | -18.5% | -6.5% |
| 6M | -14.3% | +45.7% | -59.9% | -13.9% |
| YTD | -7.9% | +20.6% | -28.6% | -7.2% |
| 1Y | -6.4% | +20.5% | -26.9% | -5.4% |
| All | -6.4% | +20.3% | -26.7% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling