+186.7%
B vs ADP
+318.0%
-131.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | +9.6% | +3.2% | +6.4% | +9.3% |
| 30D | +3.5% | +14.9% | -11.4% | +2.0% |
| 3M | -1.6% | +11.6% | -13.2% | -2.8% |
| 6M | -1.7% | +48.5% | -50.1% | -6.3% |
| YTD | -5.3% | +20.6% | -25.9% | -7.3% |
| 1Y | +27.2% | +23.7% | +3.5% | +24.1% |
| 3Y | +166.1% | +47.8% | +118.3% | +152.2% |
| 5Y | +136.5% | +47.7% | +88.8% | +123.9% |
| All | +186.7% | +318.0% | -131.3% | +139.3% |
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