+10,816.5%
ADP vs AA
+295.2%
+10,521.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +2.8% | +5.0% | -2.2% | +1.6% |
| 3M | +20.9% | -35.8% | +56.8% | +29.9% |
| 6M | +29.9% | -18.4% | +48.3% | +32.0% |
| YTD | +9.6% | -5.5% | +15.1% | +7.6% |
| 1Y | -5.3% | +61.0% | -66.2% | -17.0% |
| 3Y | +16.5% | +66.2% | -49.7% | -4.2% |
| 5Y | +49.4% | +11.4% | +38.0% | +24.2% |
| 10Y | +282.2% | +116.9% | +165.3% | +134.5% |
| All | +10,816.5% | +295.2% | +10,521.4% | +4,035.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling