+56.0%
ADP vs S
-56.8%
+112.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -3.4% | -7.7% | +4.3% | -2.6% |
| 30D | +2.8% | -5.3% | +8.1% | +3.2% |
| 3M | +20.9% | +20.3% | +0.7% | +18.2% |
| 6M | +29.9% | +47.4% | -17.5% | +24.2% |
| YTD | +9.6% | +32.5% | -22.9% | +5.8% |
| 1Y | -5.3% | +9.5% | -14.8% | -7.3% |
| 3Y | +16.5% | +15.5% | +1.0% | +11.1% |
| 5Y | +49.4% | -71.2% | +120.6% | +45.5% |
| All | +56.0% | -56.8% | +112.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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