+37,071.2%
ADI vs ADP
+11,097.1%
+25,974.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.9% |
| 7D | +0.4% | -3.4% | +3.9% | +2.6% |
| 30D | -3.8% | +2.8% | -6.6% | -5.8% |
| 3M | -15.3% | +20.9% | -36.2% | -26.6% |
| 6M | +6.7% | +29.9% | -23.2% | -13.5% |
| YTD | +34.8% | +9.6% | +25.1% | +21.4% |
| 1Y | +49.0% | -5.3% | +54.3% | +47.2% |
| 3Y | +108.1% | +16.5% | +91.6% | +78.4% |
| 5Y | +142.4% | +49.4% | +93.0% | +74.8% |
| 10Y | +589.9% | +282.2% | +307.7% | +159.5% |
| All | +37,071.2% | +11,097.1% | +25,974.0% | +1,583.5% |
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