+45.8%
ADP vs INDA
+7.2%
+38.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -2.7% |
| 7D | -5.5% | -1.0% | -4.5% | -5.0% |
| 30D | -1.2% | -2.5% | +1.3% | -0.1% |
| 3M | +17.9% | +4.0% | +13.9% | +15.5% |
| 6M | +20.3% | -1.8% | +22.1% | +20.9% |
| YTD | +5.8% | -9.2% | +15.0% | +10.8% |
| 1Y | -7.7% | -7.2% | -0.5% | -4.7% |
| 3Y | +14.7% | +9.8% | +4.9% | +3.0% |
| 5Y | +45.8% | +7.5% | +38.3% | +28.9% |
| All | +45.8% | +7.2% | +38.6% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling