+636.4%
ADI vs ADP
+270.4%
+366.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | +2.6% | -5.7% | +8.3% | +5.9% |
| 30D | -4.6% | -3.1% | -1.5% | -3.3% |
| 3M | -9.5% | +15.6% | -25.1% | -18.5% |
| 6M | +14.8% | +20.8% | -6.0% | -0.8% |
| YTD | +35.8% | +4.7% | +31.1% | +27.9% |
| 1Y | +48.9% | -8.3% | +57.2% | +52.6% |
| 3Y | +115.6% | +13.6% | +102.0% | +90.8% |
| 5Y | +135.1% | +45.0% | +90.1% | +75.6% |
| 10Y | +636.4% | +279.0% | +357.5% | +239.1% |
| All | +636.4% | +270.4% | +366.0% | +239.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling