+282.9%
ADP vs IT
+91.7%
+191.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.4% | +3.9% | -0.7% |
| 7D | -5.5% | -9.1% | +3.7% | -2.1% |
| 30D | -1.2% | -7.0% | +5.8% | +1.2% |
| 3M | +17.9% | +7.6% | +10.2% | +12.5% |
| 6M | +20.3% | +2.1% | +18.2% | +16.5% |
| YTD | +5.8% | -31.6% | +37.4% | +18.0% |
| 1Y | -7.7% | -29.9% | +22.2% | +1.1% |
| 3Y | +14.7% | -51.3% | +66.0% | +38.5% |
| 5Y | +45.8% | -44.8% | +90.6% | +62.1% |
| All | +282.9% | +91.7% | +191.2% | +148.3% |
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