-24.7%
U vs ADP
+151.1%
-175.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.6% |
| 7D | +36.6% | +3.2% | +33.3% | +33.0% |
| 30D | +13.3% | +14.9% | -1.6% | -0.4% |
| 3M | +26.2% | +11.6% | +14.6% | +13.2% |
| 6M | +88.7% | +48.5% | +40.3% | +28.0% |
| YTD | +16.6% | +20.6% | -4.0% | -3.1% |
| 1Y | +29.0% | +23.7% | +5.3% | +4.1% |
| 3Y | +99.5% | +47.8% | +51.7% | +26.9% |
| 5Y | -66.1% | +47.7% | -113.8% | -77.8% |
| All | -24.7% | +151.1% | -175.8% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling