+33.9%
TER vs ADP
+22.7%
+11.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.2% | +12.1% |
| 7D | -5.8% | +1.1% | -6.8% | -3.4% |
| 30D | -38.9% | +11.5% | -50.4% | -26.2% |
| 3M | -35.1% | +12.0% | -47.2% | -19.4% |
| 6M | -31.6% | +43.8% | -75.4% | +26.3% |
| YTD | +27.2% | +20.1% | +7.2% | +109.7% |
| All | +33.9% | +22.7% | +11.2% | +116.8% |
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