+319.9%
ADP vs M
-7.1%
+327.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.5% |
| 7D | +2.2% | +7.0% | -4.8% | +1.2% |
| 30D | +10.6% | +8.9% | +1.7% | +9.2% |
| 3M | +12.9% | +4.5% | +8.4% | +12.0% |
| 6M | +50.6% | +36.2% | +14.4% | +43.6% |
| YTD | +23.2% | +15.1% | +8.1% | +19.6% |
| 1Y | +25.3% | +27.4% | -2.2% | +19.9% |
| 3Y | +47.1% | +160.1% | -113.0% | +22.3% |
| 5Y | +50.1% | -1.6% | +51.6% | +38.5% |
| All | +319.9% | -7.1% | +327.0% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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