+318.8%
ADP vs RF
+241.0%
+77.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.9% | -1.3% | +2.3% | +1.3% |
| 30D | +11.9% | +4.6% | +7.2% | +10.2% |
| 3M | +13.7% | -8.4% | +22.2% | +16.9% |
| 6M | +46.8% | +8.9% | +37.9% | +42.4% |
| YTD | +21.8% | +8.8% | +13.0% | +17.7% |
| 1Y | +23.5% | +18.9% | +4.6% | +16.0% |
| 3Y | +44.1% | +116.0% | -71.9% | +8.2% |
| 5Y | +49.9% | +46.0% | +3.8% | +24.8% |
| 10Y | +318.8% | +231.7% | +87.0% | +153.0% |
| All | +318.8% | +241.0% | +77.7% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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