-8.0%
T vs ADP
+22.7%
-30.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | -1.7% | +11.5% | -13.2% | -2.6% |
| 3M | -7.3% | +12.0% | -19.4% | -8.2% |
| 6M | -11.2% | +43.8% | -55.0% | -11.0% |
| YTD | -8.1% | +20.1% | -28.1% | -7.1% |
| All | -8.0% | +22.7% | -30.7% | -7.7% |
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