+32.9%
DIS vs ADP
+319.4%
-286.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | +0.9% | -0.3% | +0.1% |
| 30D | +10.3% | +11.9% | -1.6% | +3.9% |
| 3M | +15.6% | +13.7% | +1.8% | +7.8% |
| 6M | +15.1% | +46.8% | -31.6% | -6.7% |
| YTD | +6.0% | +21.8% | -15.8% | -5.8% |
| 1Y | +5.7% | +23.5% | -17.8% | -6.8% |
| 3Y | +39.8% | +44.1% | -4.3% | +11.9% |
| 5Y | -23.9% | +49.9% | -73.7% | -41.2% |
| 10Y | +32.9% | +318.8% | -285.8% | -35.3% |
| All | +32.9% | +319.4% | -286.5% | -35.3% |
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