+34.2%
DIS vs ADP
+318.0%
-283.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | +5.2% | +3.2% | +2.0% | +3.5% |
| 30D | +11.5% | +14.9% | -3.4% | +3.6% |
| 3M | +11.5% | +11.6% | -0.1% | +5.0% |
| 6M | +8.9% | +48.5% | -39.6% | -12.4% |
| YTD | +3.4% | +20.6% | -17.2% | -7.6% |
| 1Y | +7.2% | +23.7% | -16.5% | -5.6% |
| 3Y | +43.3% | +47.8% | -4.5% | +13.0% |
| 5Y | -31.4% | +47.7% | -79.2% | -46.6% |
| All | +34.2% | +318.0% | -283.8% | -32.1% |
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