+281.8%
ADP vs A
+246.7%
+35.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -3.4% | -1.9% | -1.5% | -2.7% |
| 30D | +2.8% | +6.9% | -4.1% | 0.0% |
| 3M | +20.9% | +9.2% | +11.7% | +16.3% |
| 6M | +29.9% | +25.7% | +4.2% | +16.8% |
| YTD | +9.6% | +11.5% | -1.9% | +3.5% |
| 1Y | -5.3% | +18.4% | -23.6% | -13.4% |
| 3Y | +16.5% | +26.6% | -10.1% | -1.5% |
| 5Y | +49.4% | -12.8% | +62.2% | +49.4% |
| All | +281.8% | +246.7% | +35.1% | +98.2% |
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