+316.8%
ADP vs P
+713.7%
-396.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.7% |
| 7D | +3.2% | -23.8% | +27.0% | +6.4% |
| 30D | +14.9% | -36.6% | +51.5% | +20.7% |
| 3M | +11.6% | +10.9% | +0.7% | +7.9% |
| 6M | +48.5% | +30.0% | +18.5% | +38.2% |
| YTD | +20.6% | +44.4% | -23.8% | +9.5% |
| 1Y | +23.7% | +3.9% | +19.8% | +17.0% |
| 3Y | +47.8% | +176.6% | -128.8% | +8.2% |
| 5Y | +47.7% | +249.3% | -201.6% | -0.7% |
| All | +316.8% | +713.7% | -396.9% | +133.7% |
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