+11,904.6%
ADP vs AA
+213.5%
+11,691.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.8% |
| 7D | +3.2% | +0.9% | +2.3% | +3.0% |
| 30D | +14.9% | -6.7% | +21.6% | +16.1% |
| 3M | +11.6% | -16.3% | +28.0% | +14.6% |
| 6M | +48.5% | -37.1% | +85.6% | +58.8% |
| YTD | +20.6% | -25.0% | +45.6% | +23.0% |
| 1Y | +23.7% | +8.6% | +15.1% | +17.0% |
| 3Y | +47.8% | +57.2% | -9.4% | +22.5% |
| 5Y | +47.7% | -13.0% | +60.7% | +29.1% |
| 10Y | +324.0% | +65.5% | +258.4% | +173.5% |
| All | +11,904.6% | +213.5% | +11,691.1% | +4,626.3% |
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