+218.3%
C vs ADP
+319.4%
-101.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -0.4% | +0.9% | -1.4% | -1.1% |
| 30D | -5.3% | +11.9% | -17.2% | -12.2% |
| 3M | -8.0% | +13.7% | -21.7% | -16.0% |
| 6M | -0.3% | +46.8% | -47.0% | -24.4% |
| YTD | +8.6% | +21.8% | -13.1% | -7.3% |
| 1Y | +25.8% | +23.5% | +2.3% | +6.2% |
| 3Y | +221.2% | +44.1% | +177.1% | +139.9% |
| 5Y | +113.6% | +49.9% | +63.7% | +48.9% |
| 10Y | +218.3% | +318.8% | -100.4% | +22.4% |
| All | +218.3% | +319.4% | -101.1% | +22.4% |
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