+79.8%
F vs ADP
+318.0%
-238.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +1.6% | +3.2% | -1.7% | -0.1% |
| 30D | +2.6% | +14.9% | -12.3% | -4.7% |
| 3M | -8.8% | +11.6% | -20.4% | -14.1% |
| 6M | +4.6% | +48.5% | -43.8% | -16.6% |
| YTD | -1.9% | +20.6% | -22.5% | -12.9% |
| 1Y | -0.8% | +23.7% | -24.5% | -13.3% |
| 3Y | +43.5% | +47.8% | -4.3% | +10.9% |
| 5Y | -12.1% | +47.7% | -59.8% | -32.6% |
| All | +79.8% | +318.0% | -238.2% | -9.8% |
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