+211.9%
B vs ADP
+270.4%
-58.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +1.0% | -5.7% | +6.7% | +1.7% |
| 30D | +9.5% | -3.1% | +12.6% | +9.9% |
| 3M | +14.3% | +15.6% | -1.3% | +12.3% |
| 6M | -1.9% | +20.8% | -22.7% | -4.3% |
| YTD | +4.1% | +4.7% | -0.7% | +3.5% |
| 1Y | +56.1% | -8.3% | +64.4% | +58.4% |
| 3Y | +202.0% | +13.6% | +188.5% | +195.7% |
| 5Y | +158.8% | +45.0% | +113.8% | +145.5% |
| 10Y | +211.9% | +279.0% | -67.1% | +155.0% |
| All | +211.9% | +270.4% | -58.5% | +155.0% |
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