+319.9%
ADP vs EW
+254.3%
+65.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | +2.2% | +4.9% | -2.7% | +0.7% |
| 30D | +10.6% | +23.9% | -13.4% | +3.5% |
| 3M | +12.9% | +15.8% | -2.8% | +7.8% |
| 6M | +50.6% | +31.7% | +19.0% | +38.2% |
| YTD | +23.2% | +25.7% | -2.5% | +14.0% |
| 1Y | +25.3% | +24.4% | +0.8% | +16.2% |
| 3Y | +47.1% | +65.9% | -18.7% | +16.9% |
| 5Y | +50.1% | -7.6% | +57.7% | +45.1% |
| All | +319.9% | +254.3% | +65.6% | +176.6% |
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