+278.9%
ADP vs AGG
+14.2%
+264.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | +0.2% | -1.1% | +1.4% | +0.8% |
| 3M | +20.5% | -1.9% | +22.4% | +21.6% |
| 6M | +28.8% | -1.7% | +30.5% | +29.8% |
| YTD | +6.6% | -1.3% | +7.9% | +7.2% |
| 1Y | -6.9% | -0.7% | -6.1% | -6.7% |
| 3Y | +16.1% | +12.5% | +3.7% | +9.0% |
| 5Y | +49.3% | -2.5% | +51.8% | +48.1% |
| All | +278.9% | +14.2% | +264.7% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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