+317.2%
ADP vs D
+47.7%
+269.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +0.3% | -3.1% | +3.3% | +1.6% |
| 30D | +11.6% | +8.4% | +3.2% | +7.9% |
| 3M | +15.1% | +0.2% | +14.8% | +14.9% |
| 6M | +46.0% | +9.5% | +36.6% | +39.9% |
| YTD | +22.4% | +18.8% | +3.6% | +12.5% |
| 1Y | +24.5% | +14.7% | +9.8% | +16.0% |
| 3Y | +44.8% | +72.9% | -28.1% | +8.8% |
| 5Y | +49.1% | +13.1% | +36.0% | +37.3% |
| All | +317.2% | +47.7% | +269.5% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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