+74.7%
ADP vs PL
+46.6%
+28.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.5% | -14.9% | -1.0% |
| 7D | +1.1% | +10.9% | -9.8% | +0.6% |
| 30D | +11.5% | -16.4% | +27.9% | +12.1% |
| 3M | +12.0% | -39.9% | +52.0% | +14.2% |
| 6M | +43.8% | -63.2% | +107.0% | +48.9% |
| YTD | +20.1% | -27.1% | +47.2% | +17.8% |
| 1Y | +22.3% | +12.2% | +10.1% | +16.0% |
| 3Y | +43.3% | +584.3% | -541.0% | +11.6% |
| 5Y | +47.3% | +37.0% | +10.4% | +24.0% |
| All | +74.7% | +46.6% | +28.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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