+12,085.4%
ADP vs AA
+220.7%
+11,864.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +0.3% | +5.3% | -5.0% | -0.8% |
| 30D | +11.6% | -2.3% | +13.9% | +11.8% |
| 3M | +15.1% | -20.8% | +35.9% | +19.4% |
| 6M | +46.0% | -39.8% | +85.8% | +57.4% |
| YTD | +22.4% | -23.3% | +45.7% | +24.2% |
| 1Y | +24.5% | +1.8% | +22.6% | +19.2% |
| 3Y | +44.8% | +69.5% | -24.7% | +18.2% |
| 5Y | +49.1% | -18.0% | +67.1% | +32.2% |
| 10Y | +320.9% | +45.7% | +275.2% | +180.0% |
| All | +12,085.4% | +220.7% | +11,864.7% | +4,674.0% |
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