+216.9%
B vs ADP
+319.4%
-102.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -6.2% | +0.3% | -6.5% | -6.2% |
| 30D | -6.6% | +11.6% | -18.2% | -7.7% |
| 3M | -7.9% | +15.1% | -22.9% | -9.3% |
| 6M | -16.8% | +46.0% | -62.8% | -20.5% |
| YTD | -11.7% | +22.4% | -34.1% | -13.6% |
| 1Y | +3.5% | +24.5% | -21.0% | +0.9% |
| 3Y | +165.7% | +44.8% | +120.9% | +152.7% |
| 5Y | +108.4% | +49.1% | +59.3% | +97.0% |
| All | +216.9% | +319.4% | -102.5% | +158.3% |
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