+31.1%
ADP vs AS
+134.9%
-103.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +3.2% | +6.9% | -3.7% | +2.8% |
| 30D | +14.9% | +16.0% | -1.1% | +13.7% |
| 3M | +11.6% | -12.8% | +24.5% | +12.5% |
| 6M | +48.5% | -15.4% | +63.8% | +49.8% |
| YTD | +20.6% | -15.7% | +36.3% | +21.6% |
| 1Y | +23.7% | +6.1% | +17.6% | +22.4% |
| All | +31.1% | +134.9% | -103.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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