+291.9%
C vs ADP
+285.0%
+6.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.0% |
| 7D | +3.6% | -3.4% | +7.1% | +5.9% |
| 30D | +0.1% | +2.8% | -2.7% | -2.0% |
| 3M | +2.4% | +20.9% | -18.5% | -11.0% |
| 6M | +24.9% | +29.9% | -4.9% | +2.1% |
| YTD | +19.8% | +9.6% | +10.2% | +10.1% |
| 1Y | +44.9% | -5.3% | +50.1% | +47.0% |
| 3Y | +263.0% | +16.5% | +246.5% | +213.9% |
| 5Y | +129.5% | +49.4% | +80.1% | +58.5% |
| All | +291.9% | +285.0% | +6.8% | +66.2% |
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