+288.1%
ADP vs IR
+332.9%
-44.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.9% | +1.1% | -0.1% | +0.5% |
| 30D | +11.9% | +7.6% | +4.3% | +9.2% |
| 3M | +13.7% | +0.1% | +13.6% | +13.2% |
| 6M | +46.8% | +14.0% | +32.8% | +39.6% |
| YTD | +21.8% | +7.5% | +14.3% | +16.3% |
| 1Y | +23.5% | +10.1% | +13.4% | +16.9% |
| 3Y | +44.1% | +24.9% | +19.2% | +26.7% |
| 5Y | +49.9% | +46.9% | +3.0% | +22.0% |
| All | +288.1% | +332.9% | -44.8% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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