+108.3%
V vs ADP
+49.5%
+58.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.9% | +2.2% | -1.2% | -0.2% |
| 30D | +9.0% | +10.6% | -1.6% | +3.3% |
| 3M | +16.7% | +12.9% | +3.8% | +9.3% |
| 6M | +33.4% | +50.6% | -17.2% | +6.7% |
| YTD | +22.4% | +23.2% | -0.8% | +8.6% |
| 1Y | +27.7% | +25.3% | +2.4% | +12.3% |
| 3Y | +78.0% | +47.1% | +30.9% | +46.0% |
| All | +108.3% | +49.5% | +58.8% | +64.6% |
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