+318.8%
ADP vs EW
+242.2%
+76.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +0.9% | +6.5% | -5.6% | -1.0% |
| 30D | +11.9% | +22.5% | -10.6% | +5.1% |
| 3M | +13.7% | +13.0% | +0.8% | +9.4% |
| 6M | +46.8% | +37.1% | +9.7% | +33.0% |
| YTD | +21.8% | +24.1% | -2.3% | +13.1% |
| 1Y | +23.5% | +24.2% | -0.7% | +14.6% |
| 3Y | +44.1% | +64.8% | -20.7% | +14.8% |
| 5Y | +49.9% | -7.4% | +57.3% | +44.6% |
| 10Y | +318.8% | +248.8% | +70.0% | +180.3% |
| All | +318.8% | +242.2% | +76.6% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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