+67.2%
F vs ADP
+319.4%
-252.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -3.9% | +0.3% | -4.1% | -4.0% |
| 30D | -0.5% | +11.6% | -12.1% | -6.2% |
| 3M | -12.9% | +15.1% | -28.0% | -19.3% |
| 6M | +1.5% | +46.0% | -44.5% | -18.3% |
| YTD | -5.0% | +22.4% | -27.4% | -16.3% |
| 1Y | -7.3% | +24.5% | -31.8% | -19.3% |
| 3Y | +45.3% | +44.8% | +0.5% | +13.8% |
| 5Y | -15.8% | +49.1% | -64.9% | -35.7% |
| All | +67.2% | +319.4% | -252.2% | -23.6% |
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