+316.1%
ADP vs AA
+45.1%
+271.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.7% |
| 7D | +3.2% | +1.2% | +1.9% | +2.9% |
| 30D | +12.8% | -5.0% | +17.8% | +13.3% |
| 3M | +12.3% | -22.2% | +34.5% | +15.4% |
| 6M | +45.4% | -36.3% | +81.7% | +52.2% |
| YTD | +21.4% | -24.2% | +45.6% | +22.7% |
| 1Y | +23.7% | +3.9% | +19.8% | +19.1% |
| 3Y | +43.6% | +67.6% | -23.9% | +22.6% |
| 5Y | +48.7% | -8.8% | +57.5% | +33.0% |
| 10Y | +316.1% | +45.0% | +271.1% | +171.6% |
| All | +316.1% | +45.1% | +271.0% | +171.6% |
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