+313.7%
ADP vs ALL
+367.3%
-53.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.1% | -3.9% | +5.0% | +3.0% |
| 30D | +11.5% | +10.6% | +0.9% | +6.1% |
| 3M | +12.0% | -4.6% | +16.6% | +14.4% |
| 6M | +43.8% | +20.2% | +23.6% | +30.9% |
| YTD | +20.1% | +23.7% | -3.6% | +7.0% |
| 1Y | +22.3% | +27.9% | -5.6% | +7.1% |
| 3Y | +43.3% | +109.2% | -65.9% | -5.6% |
| 5Y | +47.3% | +148.0% | -100.6% | -16.4% |
| 10Y | +313.7% | +363.8% | -50.1% | +84.1% |
| All | +313.7% | +367.3% | -53.6% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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