+270.5%
ADP vs EMR
+268.7%
+1.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | -5.5% | +3.1% | -8.5% | -6.6% |
| 30D | -1.2% | -3.5% | +2.3% | 0.0% |
| 3M | +17.9% | +9.8% | +8.1% | +12.5% |
| 6M | +20.3% | +10.8% | +9.5% | +13.0% |
| YTD | +5.8% | +15.9% | -10.1% | -3.3% |
| 1Y | -7.7% | +16.4% | -24.1% | -16.3% |
| 3Y | +14.7% | +62.1% | -47.4% | -14.0% |
| 5Y | +45.8% | +62.9% | -17.1% | +7.4% |
| 10Y | +270.5% | +267.8% | +2.7% | +85.7% |
| All | +270.5% | +268.7% | +1.8% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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