+207.0%
C vs ADP
+322.2%
-115.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +4.2% | +2.2% | +2.0% | +2.8% |
| 30D | +2.0% | +10.6% | -8.6% | -4.6% |
| 3M | -10.1% | +12.9% | -23.0% | -17.5% |
| 6M | +1.0% | +50.6% | -49.7% | -24.8% |
| YTD | +8.5% | +23.2% | -14.7% | -8.1% |
| 1Y | +25.7% | +25.3% | +0.5% | +5.2% |
| 3Y | +216.0% | +47.1% | +168.9% | +132.8% |
| 5Y | +112.3% | +50.1% | +62.3% | +48.2% |
| All | +207.0% | +322.2% | -115.1% | +19.8% |
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