+1,081.8%
DIA vs ADP
+2,182.4%
-1,100.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -0.9% | +3.2% | -4.2% | -2.4% |
| 30D | +0.3% | +14.9% | -14.6% | -6.3% |
| 3M | -4.5% | +11.6% | -16.1% | -9.7% |
| 6M | +3.4% | +48.5% | -45.1% | -15.4% |
| YTD | +7.8% | +20.6% | -12.8% | -3.4% |
| 1Y | +10.7% | +23.7% | -12.9% | -2.0% |
| 3Y | +57.5% | +47.8% | +9.7% | +26.8% |
| 5Y | +53.7% | +47.7% | +6.0% | +21.6% |
| 10Y | +247.2% | +324.0% | -76.8% | +62.7% |
| All | +1,081.8% | +2,182.4% | -1,100.7% | +146.0% |
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