+208.8%
C vs ADP
+315.9%
-107.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -0.4% | +3.2% | -3.5% | -2.4% |
| 30D | -5.2% | +12.8% | -17.9% | -12.5% |
| 3M | -9.1% | +12.3% | -21.4% | -16.3% |
| 6M | -1.6% | +45.4% | -47.0% | -25.0% |
| YTD | +6.9% | +21.4% | -14.5% | -8.6% |
| 1Y | +23.0% | +23.7% | -0.7% | +3.6% |
| 3Y | +216.1% | +43.6% | +172.5% | +136.6% |
| 5Y | +112.2% | +48.7% | +63.5% | +48.8% |
| 10Y | +208.8% | +316.1% | -107.3% | +18.2% |
| All | +208.8% | +315.9% | -107.1% | +18.2% |
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