+54.6%
TER vs ADP
+47.3%
+7.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.6% |
| 7D | -20.5% | +3.2% | -23.7% | -20.6% |
| 30D | -47.0% | +14.9% | -61.9% | -47.6% |
| 3M | -43.3% | +11.6% | -54.9% | -43.9% |
| 6M | -42.9% | +48.5% | -91.4% | -48.7% |
| YTD | +12.9% | +20.6% | -7.7% | +11.7% |
| 1Y | +18.2% | +23.7% | -5.5% | +14.6% |
| 3Y | +151.8% | +47.8% | +104.0% | +104.5% |
| All | +54.6% | +47.3% | +7.2% | +20.9% |
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