+313.7%
ADP vs EAT
+375.0%
-61.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | +1.1% | -3.9% | +5.0% | +1.7% |
| 30D | +11.5% | +5.0% | +6.5% | +10.4% |
| 3M | +12.0% | -9.6% | +21.7% | +13.0% |
| 6M | +43.8% | +46.8% | -3.0% | +34.4% |
| YTD | +20.1% | +41.8% | -21.8% | +12.0% |
| 1Y | +22.3% | +98.3% | -76.0% | +8.1% |
| 3Y | +43.3% | +503.1% | -459.8% | +3.3% |
| 5Y | +47.3% | +356.7% | -309.3% | +7.0% |
| 10Y | +313.7% | +349.8% | -36.1% | +167.7% |
| All | +313.7% | +375.0% | -61.3% | +167.7% |
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