+631.8%
TEAM vs ADP
+349.1%
+282.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.2% | -14.9% | -15.2% |
| 7D | -19.8% | +3.2% | -23.1% | -21.7% |
| 30D | -21.5% | +14.9% | -36.4% | -29.5% |
| 3M | +39.5% | +11.6% | +27.9% | +28.4% |
| 6M | +73.1% | +48.5% | +24.6% | +31.4% |
| YTD | -5.2% | +20.6% | -25.8% | -16.3% |
| 1Y | -1.6% | +23.7% | -25.3% | -14.5% |
| 3Y | -11.4% | +47.8% | -59.2% | -32.1% |
| 5Y | -65.1% | +47.7% | -112.8% | -72.5% |
| 10Y | +471.3% | +324.0% | +147.3% | +133.6% |
| All | +631.8% | +349.1% | +282.8% | +183.0% |
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