+313.7%
ADP vs A
+328.7%
-15.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.6% |
| 7D | +1.1% | +4.8% | -3.7% | -0.8% |
| 30D | +11.5% | +5.6% | +5.9% | +8.9% |
| 3M | +12.0% | +23.6% | -11.6% | +2.6% |
| 6M | +43.8% | +56.4% | -12.6% | +18.7% |
| YTD | +20.1% | +33.4% | -13.3% | +5.1% |
| 1Y | +22.3% | +23.7% | -1.4% | +10.4% |
| 3Y | +43.3% | +71.0% | -27.7% | +6.0% |
| 5Y | +47.3% | +16.8% | +30.5% | +28.8% |
| 10Y | +313.7% | +323.8% | -10.1% | +105.1% |
| All | +313.7% | +328.7% | -15.0% | +105.1% |
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