+279.0%
ADP vs INDA
+81.7%
+197.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.6% |
| 7D | -5.7% | -2.6% | -3.1% | -4.3% |
| 30D | -3.1% | -2.9% | -0.2% | -1.6% |
| 3M | +15.6% | +2.4% | +13.2% | +14.0% |
| 6M | +20.8% | -2.6% | +23.4% | +21.8% |
| YTD | +4.7% | -10.0% | +14.7% | +10.1% |
| 1Y | -8.3% | -7.7% | -0.6% | -5.1% |
| 3Y | +13.6% | +8.9% | +4.7% | +5.5% |
| 5Y | +45.0% | +6.0% | +39.1% | +36.4% |
| 10Y | +279.0% | +84.4% | +194.6% | +160.1% |
| All | +279.0% | +81.7% | +197.2% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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