+12,054.6%
ADP vs D
+2,488.7%
+9,565.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +7.4% | +6.9% | +0.4% | +4.5% |
| 30D | +17.1% | +12.3% | +4.7% | +11.8% |
| 3M | +14.4% | +3.0% | +11.4% | +13.0% |
| 6M | +47.9% | +12.8% | +35.1% | +40.4% |
| YTD | +22.1% | +22.6% | -0.5% | +11.6% |
| 1Y | +21.8% | +21.7% | +0.1% | +11.4% |
| 3Y | +50.5% | +83.9% | -33.4% | +14.0% |
| 5Y | +49.6% | +14.0% | +35.6% | +36.7% |
| 10Y | +329.3% | +45.6% | +283.7% | +249.3% |
| All | +12,054.6% | +2,488.7% | +9,565.9% | +3,175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling