+238.5%
TER vs ADP
+16.9%
+221.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +4.5% |
| 7D | +0.6% | -3.4% | +4.0% | -1.0% |
| 30D | -8.3% | +2.8% | -11.1% | -6.8% |
| 3M | -12.2% | +20.9% | -33.1% | -3.6% |
| 6M | +17.1% | +29.9% | -12.8% | +32.1% |
| YTD | +84.7% | +9.6% | +75.0% | +116.3% |
| 1Y | +199.9% | -5.3% | +205.2% | +275.1% |
| All | +238.5% | +16.9% | +221.6% | +280.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling