+284.5%
ADP vs FIVE
+478.4%
-194.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.0% |
| 7D | -3.4% | +4.3% | -7.7% | -4.2% |
| 30D | +2.8% | +12.5% | -9.7% | +0.3% |
| 3M | +20.9% | +31.2% | -10.3% | +14.4% |
| 6M | +29.9% | +14.4% | +15.5% | +25.1% |
| YTD | +9.6% | +33.9% | -24.2% | +2.2% |
| 1Y | -5.3% | +65.1% | -70.3% | -15.7% |
| 3Y | +16.5% | +49.0% | -32.5% | +0.7% |
| 5Y | +49.4% | +30.3% | +19.1% | +28.8% |
| All | +284.5% | +478.4% | -194.0% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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