-65.3%
TEAM vs ADP
+47.3%
-112.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.2% | -14.9% | -14.8% |
| 7D | -19.8% | +3.2% | -23.1% | -22.5% |
| 30D | -21.5% | +14.9% | -36.4% | -32.9% |
| 3M | +39.5% | +11.6% | +27.9% | +23.3% |
| 6M | +73.1% | +48.5% | +24.6% | +14.8% |
| YTD | -5.2% | +20.6% | -25.8% | -21.9% |
| 1Y | -1.6% | +23.7% | -25.3% | -21.0% |
| 3Y | -11.4% | +47.8% | -59.2% | -43.6% |
| All | -65.3% | +47.3% | -112.6% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling