-69.4%
U vs ADP
+49.8%
-119.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +1.1% |
| 7D | -3.8% | -3.4% | -0.4% | -0.4% |
| 30D | +17.5% | +2.8% | +14.7% | +14.2% |
| 3M | +38.7% | +20.9% | +17.8% | +12.6% |
| 6M | +104.4% | +29.9% | +74.5% | +51.0% |
| YTD | -5.7% | +9.6% | -15.3% | -14.7% |
| 1Y | +3.7% | -5.3% | +8.9% | +9.6% |
| 3Y | +12.3% | +16.5% | -4.2% | -12.5% |
| All | -69.4% | +49.8% | -119.2% | -84.0% |
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