+71.7%
TER vs ADP
+49.5%
+22.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.0% | -5.4% |
| 7D | +14.4% | +2.2% | +12.2% | +14.3% |
| 30D | -30.6% | +10.6% | -41.1% | -31.0% |
| 3M | -39.2% | +12.9% | -52.1% | -39.8% |
| 6M | -31.3% | +50.6% | -81.9% | -38.0% |
| YTD | +29.1% | +23.2% | +5.9% | +27.7% |
| 1Y | +47.4% | +25.3% | +22.2% | +43.9% |
| 3Y | +191.2% | +47.1% | +144.1% | +141.8% |
| All | +71.7% | +49.5% | +22.2% | +37.4% |
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