+1,129.1%
DIA vs ADP
+1,975.5%
-846.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | -0.2% | -3.4% | +3.2% | +1.4% |
| 30D | -1.5% | +2.8% | -4.3% | -2.9% |
| 3M | +3.8% | +20.9% | -17.2% | -5.8% |
| 6M | +10.3% | +29.9% | -19.6% | -4.1% |
| YTD | +12.1% | +9.6% | +2.4% | +5.4% |
| 1Y | +18.6% | -5.3% | +23.9% | +19.3% |
| 3Y | +60.6% | +16.5% | +44.2% | +44.8% |
| 5Y | +64.4% | +49.4% | +15.0% | +29.5% |
| 10Y | +250.1% | +282.2% | -32.1% | +72.6% |
| All | +1,129.1% | +1,975.5% | -846.4% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling