+318.8%
ADP vs ADM
+118.6%
+200.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +11.9% | -11.8% | +23.7% | +16.6% |
| 3M | +13.7% | -11.3% | +25.0% | +17.9% |
| 6M | +46.8% | -10.0% | +56.8% | +50.7% |
| YTD | +21.8% | +25.9% | -4.1% | +9.9% |
| 1Y | +23.5% | +26.7% | -3.1% | +11.1% |
| 3Y | +44.1% | +8.1% | +35.9% | +32.5% |
| 5Y | +49.9% | +23.5% | +26.4% | +23.3% |
| 10Y | +318.8% | +128.2% | +190.6% | +133.0% |
| All | +318.8% | +118.6% | +200.2% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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