+316.8%
ADP vs CAPR
-68.5%
+385.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.3% |
| 7D | +3.2% | +41.1% | -37.8% | +2.9% |
| 30D | +14.9% | +11.1% | +3.8% | +14.7% |
| 3M | +11.6% | +115.3% | -103.7% | +10.5% |
| 6M | +48.5% | -73.8% | +122.3% | +49.2% |
| YTD | +20.6% | -68.8% | +89.4% | +20.8% |
| 1Y | +23.7% | +43.3% | -19.6% | +18.9% |
| 3Y | +47.8% | +214.7% | -166.9% | +37.3% |
| 5Y | +47.7% | +141.3% | -93.6% | +36.6% |
| All | +316.8% | -68.5% | +385.4% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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