+214.8%
B vs ADP
+322.2%
-107.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -7.3% | +2.2% | -9.5% | -7.5% |
| 30D | -3.3% | +10.6% | -13.9% | -4.4% |
| 3M | -7.8% | +12.9% | -20.7% | -9.0% |
| 6M | -15.5% | +50.6% | -66.2% | -19.6% |
| YTD | -12.3% | +23.2% | -35.4% | -14.3% |
| 1Y | +5.4% | +25.3% | -19.9% | +2.7% |
| 3Y | +165.5% | +47.1% | +118.4% | +152.0% |
| 5Y | +107.0% | +50.1% | +57.0% | +95.6% |
| All | +214.8% | +322.2% | -107.3% | +156.4% |
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