-2.7%
TEAM vs ADP
+22.7%
-25.4%
-65.4%
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% | +1.3% |
| 7D | -17.2% | +1.1% | -18.3% | -18.2% |
| 30D | -25.1% | +11.5% | -36.6% | -36.0% |
| 3M | +3.9% | +12.0% | -8.1% | -11.4% |
| 6M | +69.1% | +43.8% | +25.3% | +3.2% |
| YTD | -4.5% | +20.1% | -24.5% | -28.9% |
| All | -2.7% | +22.7% | -25.4% | -29.2% |
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