-23.9%
DIS vs ADP
+49.7%
-73.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.4% |
| 3M | +15.6% | +13.7% | +1.8% | +8.4% |
| 6M | +15.1% | +46.8% | -31.6% | -5.2% |
| YTD | +6.0% | +21.8% | -15.8% | -4.0% |
| 1Y | +5.7% | +23.5% | -17.8% | -5.2% |
| 3Y | +39.8% | +44.1% | -4.3% | +13.3% |
| 5Y | -23.9% | +49.9% | -73.7% | -42.3% |
| All | -23.9% | +49.7% | -73.6% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling