+802.8%
TEAM vs ADP
+308.4%
+494.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.1% |
| 7D | -0.4% | -3.4% | +3.0% | +2.2% |
| 30D | +67.3% | +2.8% | +64.5% | +64.1% |
| 3M | +86.8% | +20.9% | +65.8% | +64.2% |
| 6M | +146.8% | +29.9% | +116.9% | +108.2% |
| YTD | +16.9% | +9.6% | +7.3% | +11.1% |
| 1Y | +12.8% | -5.3% | +18.1% | +17.9% |
| 3Y | -7.3% | +16.5% | -23.7% | -15.9% |
| 5Y | -50.7% | +49.4% | -100.1% | -60.5% |
| 10Y | +529.8% | +282.2% | +247.6% | +179.3% |
| All | +802.8% | +308.4% | +494.4% | +275.6% |
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