+36.3%
DIS vs ADP
+315.9%
-279.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | +4.4% | +3.2% | +1.2% | +2.7% |
| 30D | +10.3% | +12.8% | -2.4% | +3.5% |
| 3M | +15.5% | +12.3% | +3.2% | +8.4% |
| 6M | +11.2% | +45.4% | -34.2% | -9.5% |
| YTD | +5.6% | +21.4% | -15.8% | -6.0% |
| 1Y | +7.7% | +23.7% | -16.0% | -5.1% |
| 3Y | +39.3% | +43.6% | -4.3% | +11.6% |
| 5Y | -29.5% | +48.7% | -78.2% | -45.3% |
| 10Y | +36.3% | +316.1% | -279.8% | -31.7% |
| All | +36.3% | +315.9% | -279.6% | -31.7% |
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