+319.9%
ADP vs CAPR
-65.7%
+385.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.6% | +0.7% |
| 7D | +2.2% | +5.9% | -3.7% | +2.1% |
| 30D | +10.6% | +44.6% | -34.1% | +10.1% |
| 3M | +12.9% | +126.4% | -113.4% | +11.7% |
| 6M | +50.6% | -68.6% | +119.2% | +51.1% |
| YTD | +23.2% | -67.0% | +90.2% | +23.3% |
| 1Y | +25.3% | +65.2% | -39.9% | +20.2% |
| 3Y | +47.1% | +235.6% | -188.4% | +36.5% |
| 5Y | +50.1% | +175.4% | -125.4% | +38.5% |
| All | +319.9% | -65.7% | +385.6% | +273.5% |
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