+1,579.9%
T vs ADP
+12,213.2%
-10,633.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | +1.0% | +3.2% | -2.2% | -0.1% |
| 30D | -10.6% | +14.9% | -25.5% | -14.9% |
| 3M | -7.7% | +11.6% | -19.4% | -11.3% |
| 6M | -13.3% | +48.5% | -61.8% | -25.0% |
| YTD | -8.8% | +20.6% | -29.3% | -15.7% |
| 1Y | -8.4% | +23.7% | -32.1% | -16.2% |
| 3Y | +59.6% | +47.8% | +11.8% | +35.9% |
| 5Y | +52.1% | +47.7% | +4.4% | +27.2% |
| 10Y | +56.9% | +324.0% | -267.1% | -12.6% |
| All | +1,579.9% | +12,213.2% | -10,633.3% | +211.6% |
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