+318.8%
ADP vs EMB
+36.3%
+282.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.9% | -0.4% | +1.3% | +1.3% |
| 30D | +11.9% | +1.5% | +10.4% | +10.2% |
| 3M | +13.7% | -1.6% | +15.3% | +15.5% |
| 6M | +46.8% | -1.5% | +48.3% | +48.7% |
| YTD | +21.8% | -0.1% | +21.8% | +21.4% |
| 1Y | +23.5% | +0.5% | +23.0% | +22.4% |
| 3Y | +44.1% | +30.2% | +13.8% | +9.0% |
| 5Y | +49.9% | +8.6% | +41.3% | +39.9% |
| 10Y | +318.8% | +36.9% | +281.9% | +226.7% |
| All | +318.8% | +36.3% | +282.5% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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