+319.9%
ADP vs IT
+90.0%
+229.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +2.2% | +1.1% | +1.1% | +1.7% |
| 30D | +10.6% | -1.8% | +12.4% | +10.5% |
| 3M | +12.9% | +4.8% | +8.1% | +9.6% |
| 6M | +50.6% | +33.0% | +17.6% | +31.0% |
| YTD | +23.2% | -23.8% | +47.0% | +30.7% |
| 1Y | +25.3% | -16.5% | +41.8% | +28.0% |
| 3Y | +47.1% | -53.6% | +100.8% | +82.9% |
| 5Y | +50.1% | -42.1% | +92.2% | +63.7% |
| All | +319.9% | +90.0% | +229.9% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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