+75.4%
ADP vs PL
+28.1%
+47.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -1.6% |
| 7D | +3.2% | -6.8% | +10.1% | +3.4% |
| 30D | +14.9% | -29.3% | +44.2% | +16.3% |
| 3M | +11.6% | -44.8% | +56.4% | +14.1% |
| 6M | +48.5% | -68.4% | +116.8% | +54.5% |
| YTD | +20.6% | -36.4% | +56.9% | +19.0% |
| 1Y | +23.7% | +0.7% | +23.0% | +17.8% |
| 3Y | +47.8% | +455.3% | -407.5% | +16.6% |
| 5Y | +47.7% | +22.7% | +25.0% | +25.2% |
| All | +75.4% | +28.1% | +47.4% | +48.8% |
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