-2.0%
TEAM vs ADP
+23.5%
-25.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.2% |
| 7D | -19.7% | +0.9% | -20.6% | -20.5% |
| 30D | -26.6% | +11.9% | -38.5% | -37.5% |
| 3M | -1.1% | +13.7% | -14.8% | -17.2% |
| 6M | +74.6% | +46.8% | +27.8% | +3.7% |
| YTD | -6.0% | +21.8% | -27.8% | -31.2% |
| All | -2.0% | +23.5% | -25.5% | -29.6% |
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 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