+270.5%
ADP vs AG
+57.4%
+213.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.4% |
| 7D | -5.5% | +4.5% | -10.0% | -5.6% |
| 30D | -1.2% | +12.9% | -14.1% | -1.7% |
| 3M | +17.9% | +20.9% | -3.1% | +16.9% |
| 6M | +20.3% | -19.5% | +39.9% | +20.9% |
| YTD | +5.8% | +24.8% | -19.0% | +3.8% |
| 1Y | -7.7% | +120.2% | -128.0% | -12.2% |
| 3Y | +14.7% | +279.0% | -264.3% | +4.4% |
| 5Y | +45.8% | +67.9% | -22.1% | +36.2% |
| 10Y | +270.5% | +57.5% | +213.0% | +254.3% |
| All | +270.5% | +57.4% | +213.1% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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