+48.7%
ADP vs D
+13.1%
+35.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +2.2% | -1.4% | +3.5% | +2.6% |
| 30D | +10.6% | +7.7% | +2.8% | +8.2% |
| 3M | +12.9% | -0.3% | +13.2% | +12.9% |
| 6M | +50.6% | +10.1% | +40.6% | +46.1% |
| YTD | +23.2% | +19.1% | +4.1% | +16.2% |
| 1Y | +25.3% | +15.9% | +9.4% | +19.0% |
| 3Y | +47.1% | +75.0% | -27.9% | +19.5% |
| All | +48.7% | +13.1% | +35.6% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling