+71.5%
ADP vs S
-52.7%
+124.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | +3.2% | -13.4% | +16.7% | +4.6% |
| 30D | +14.9% | -14.0% | +28.9% | +16.3% |
| 3M | +11.6% | +4.9% | +6.8% | +10.3% |
| 6M | +48.5% | +42.0% | +6.5% | +41.9% |
| YTD | +20.6% | +45.1% | -24.6% | +14.6% |
| 1Y | +23.7% | +33.1% | -9.4% | +18.3% |
| 3Y | +47.8% | +40.6% | +7.2% | +37.8% |
| 5Y | +47.7% | -67.5% | +115.2% | +42.8% |
| All | +71.5% | -52.7% | +124.2% | +69.3% |
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