+319.9%
ADP vs PAAS
+205.7%
+114.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | +2.2% | -8.9% | +11.1% | +2.6% |
| 30D | +10.6% | -11.4% | +22.0% | +11.1% |
| 3M | +12.9% | -20.4% | +33.4% | +14.0% |
| 6M | +50.6% | -40.7% | +91.3% | +54.3% |
| YTD | +23.2% | -26.9% | +50.1% | +23.8% |
| 1Y | +25.3% | -3.1% | +28.3% | +23.2% |
| 3Y | +47.1% | +199.3% | -152.1% | +30.4% |
| 5Y | +50.1% | +48.3% | +1.8% | +38.1% |
| All | +319.9% | +205.7% | +114.2% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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