+793.4%
ADP vs INDA
+121.8%
+671.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +2.2% | +1.1% | +1.1% | +1.7% |
| 30D | +10.6% | +9.4% | +1.2% | +6.2% |
| 3M | +12.9% | +2.9% | +10.0% | +11.4% |
| 6M | +50.6% | +7.2% | +43.4% | +45.5% |
| YTD | +23.2% | -4.8% | +28.0% | +25.2% |
| 1Y | +25.3% | -5.1% | +30.3% | +27.4% |
| 3Y | +47.1% | +16.7% | +30.5% | +34.3% |
| 5Y | +50.1% | +8.8% | +41.3% | +41.4% |
| 10Y | +323.6% | +116.2% | +207.4% | +189.4% |
| All | +793.4% | +121.8% | +671.6% | +488.7% |
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