+202.8%
TER vs ADP
+49.8%
+153.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +5.8% |
| 7D | +0.6% | -3.4% | +4.0% | +1.1% |
| 30D | -8.3% | +2.8% | -11.1% | -8.8% |
| 3M | -12.2% | +20.9% | -33.1% | -16.8% |
| 6M | +17.1% | +29.9% | -12.8% | +6.0% |
| YTD | +84.7% | +9.6% | +75.0% | +83.6% |
| 1Y | +199.9% | -5.3% | +205.2% | +227.1% |
| 3Y | +232.8% | +16.5% | +216.3% | +205.3% |
| All | +202.8% | +49.8% | +153.1% | +113.9% |
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