+2,926.4%
V vs ADP
+1,128.2%
+1,798.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.4% |
| 7D | -1.7% | -3.4% | +1.7% | +0.6% |
| 30D | +2.0% | +2.8% | -0.8% | 0.0% |
| 3M | +17.4% | +20.9% | -3.6% | +2.8% |
| 6M | +17.5% | +29.9% | -12.4% | -2.5% |
| YTD | +7.6% | +9.6% | -2.1% | -0.3% |
| 1Y | +7.7% | -5.3% | +13.0% | +10.0% |
| 3Y | +54.7% | +16.5% | +38.2% | +35.7% |
| 5Y | +73.0% | +49.4% | +23.7% | +24.4% |
| 10Y | +390.9% | +282.2% | +108.7% | +69.5% |
| All | +2,926.4% | +1,128.2% | +1,798.2% | +353.1% |
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