+316.1%
ADP vs EAT
+328.6%
-12.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.7% |
| 7D | +3.2% | -5.9% | +9.1% | +4.0% |
| 30D | +12.8% | +0.7% | +12.1% | +12.3% |
| 3M | +12.3% | -14.2% | +26.6% | +14.1% |
| 6M | +45.4% | +40.7% | +4.7% | +36.7% |
| YTD | +21.4% | +36.0% | -14.6% | +13.9% |
| 1Y | +23.7% | +83.1% | -59.3% | +10.6% |
| 3Y | +43.6% | +474.8% | -431.2% | +4.3% |
| 5Y | +48.7% | +347.6% | -298.9% | +8.3% |
| 10Y | +316.1% | +321.5% | -5.4% | +172.4% |
| All | +316.1% | +328.6% | -12.5% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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