+1,458.7%
DIS vs ADP
+11,097.1%
-9,638.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.7% |
| 7D | -2.6% | -3.4% | +0.8% | -0.9% |
| 30D | +3.5% | +2.8% | +0.7% | +2.1% |
| 3M | +6.8% | +20.9% | -14.1% | -3.2% |
| 6M | +3.0% | +29.9% | -26.9% | -10.7% |
| YTD | -6.7% | +9.6% | -16.4% | -12.2% |
| 1Y | -10.1% | -5.3% | -4.8% | -9.1% |
| 3Y | +33.0% | +16.5% | +16.6% | +19.9% |
| 5Y | -40.0% | +49.4% | -89.4% | -52.6% |
| 10Y | +21.1% | +282.2% | -261.1% | -41.8% |
| All | +1,458.7% | +11,097.1% | -9,638.4% | +78.9% |
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