+319.9%
ADP vs P
+652.0%
-332.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | +2.2% | +11.6% | -9.4% | +0.7% |
| 30D | +10.6% | -23.7% | +34.2% | +13.5% |
| 3M | +12.9% | -8.0% | +20.9% | +12.4% |
| 6M | +50.6% | +27.9% | +22.7% | +41.3% |
| YTD | +23.2% | +61.2% | -38.0% | +10.3% |
| 1Y | +25.3% | +28.6% | -3.4% | +14.8% |
| 3Y | +47.1% | +200.5% | -153.3% | +6.8% |
| 5Y | +50.1% | +282.9% | -232.9% | -0.2% |
| All | +319.9% | +652.0% | -332.1% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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