+318.8%
ADP vs INDA
+112.6%
+206.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.9% | +3.1% | -2.2% | -0.7% |
| 30D | +11.9% | +11.3% | +0.6% | +5.7% |
| 3M | +13.7% | +3.0% | +10.7% | +11.8% |
| 6M | +46.8% | +6.5% | +40.2% | +41.3% |
| YTD | +21.8% | -4.6% | +26.3% | +24.0% |
| 1Y | +23.5% | -5.8% | +29.3% | +26.6% |
| 3Y | +44.1% | +16.8% | +27.3% | +28.5% |
| 5Y | +49.9% | +10.4% | +39.5% | +37.7% |
| 10Y | +318.8% | +116.8% | +201.9% | +175.8% |
| All | +318.8% | +112.6% | +206.2% | +175.8% |
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