+695.2%
ADP vs INDA
+115.1%
+580.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | +2.8% | -0.8% | +3.6% | +3.1% |
| 3M | +20.9% | +3.9% | +17.0% | +18.6% |
| 6M | +29.9% | -0.7% | +30.6% | +29.6% |
| YTD | +9.6% | -7.7% | +17.3% | +13.1% |
| 1Y | -5.3% | -5.1% | -0.2% | -3.7% |
| 3Y | +16.5% | +13.6% | +2.8% | +7.7% |
| 5Y | +49.4% | +7.8% | +41.6% | +41.4% |
| 10Y | +282.2% | +84.6% | +197.6% | +175.4% |
| All | +695.2% | +115.1% | +580.0% | +431.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling