+3,644.4%
FIX vs ADP
+315.9%
+3,328.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -13.9% | +3.2% | -17.1% | -15.5% |
| 30D | -35.5% | +12.8% | -48.3% | -39.9% |
| 3M | -33.9% | +12.3% | -46.3% | -38.8% |
| 6M | -43.3% | +45.4% | -88.7% | -55.9% |
| YTD | +18.7% | +21.4% | -2.7% | +1.2% |
| 1Y | +13.8% | +23.7% | -10.0% | -4.6% |
| 3Y | +495.0% | +43.6% | +451.3% | +343.7% |
| 5Y | +1,049.0% | +48.7% | +1,000.3% | +718.1% |
| 10Y | +3,644.4% | +316.1% | +3,328.3% | +1,305.7% |
| All | +3,644.4% | +315.9% | +3,328.6% | +1,305.7% |
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