+200.5%
B vs ADP
+327.9%
-127.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +11.3% | +1.1% | +10.2% | +11.2% |
| 30D | +2.9% | +11.5% | -8.6% | +1.7% |
| 3M | -2.9% | +12.0% | -14.9% | -4.1% |
| 6M | -1.2% | +43.8% | -45.0% | -5.5% |
| YTD | -1.3% | +20.1% | -21.4% | -3.3% |
| 1Y | +30.4% | +22.3% | +8.1% | +27.4% |
| 3Y | +195.3% | +43.3% | +152.0% | +181.1% |
| 5Y | +146.2% | +47.3% | +98.9% | +133.1% |
| 10Y | +200.5% | +313.7% | -113.2% | +141.1% |
| All | +200.5% | +327.9% | -127.4% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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