+319.9%
ADP vs A
+302.9%
+17.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.4% |
| 7D | +2.2% | -0.5% | +2.6% | +2.3% |
| 30D | +10.6% | 0.0% | +10.6% | +10.2% |
| 3M | +12.9% | +16.7% | -3.8% | +5.6% |
| 6M | +50.6% | +54.8% | -4.2% | +24.6% |
| YTD | +23.2% | +28.8% | -5.6% | +9.3% |
| 1Y | +25.3% | +19.3% | +5.9% | +14.6% |
| 3Y | +47.1% | +65.5% | -18.4% | +10.0% |
| 5Y | +50.1% | +12.1% | +38.0% | +33.4% |
| All | +319.9% | +302.9% | +17.0% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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