+284.5%
ADP vs RF
+343.3%
-58.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | +2.8% | -3.6% | +6.4% | +3.9% |
| 3M | +20.9% | +8.1% | +12.8% | +17.8% |
| 6M | +29.9% | +11.5% | +18.4% | +24.9% |
| YTD | +9.6% | +15.6% | -5.9% | +4.1% |
| 1Y | -5.3% | +15.7% | -20.9% | -10.3% |
| 3Y | +16.5% | +86.9% | -70.4% | -8.1% |
| 5Y | +49.4% | +89.8% | -40.4% | +13.7% |
| All | +284.5% | +343.3% | -58.9% | +116.5% |
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