+313.7%
ADP vs AA
+64.5%
+249.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.1% |
| 7D | +1.1% | +4.8% | -3.7% | +0.5% |
| 30D | +11.5% | -0.6% | +12.2% | +11.4% |
| 3M | +12.0% | -16.3% | +28.3% | +14.1% |
| 6M | +43.8% | -33.4% | +77.2% | +49.7% |
| YTD | +20.1% | -20.7% | +40.7% | +20.7% |
| 1Y | +22.3% | +12.9% | +9.4% | +16.4% |
| 3Y | +43.3% | +75.7% | -32.4% | +21.5% |
| 5Y | +47.3% | -6.8% | +54.1% | +31.6% |
| 10Y | +313.7% | +53.6% | +260.1% | +168.1% |
| All | +313.7% | +64.5% | +249.2% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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