+1,381.0%
NET vs ADP
+120.2%
+1,260.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -4.2% |
| 7D | -16.4% | +6.4% | -22.7% | -20.0% |
| 30D | -25.8% | +16.6% | -42.5% | -33.7% |
| 3M | -11.5% | +12.9% | -24.4% | -19.3% |
| 6M | +18.9% | +45.7% | -26.7% | -10.0% |
| YTD | +35.2% | +20.6% | +14.6% | +16.3% |
| 1Y | +14.5% | +20.5% | -6.0% | -1.8% |
| 3Y | +313.8% | +48.7% | +265.1% | +202.1% |
| 5Y | +32.6% | +50.0% | -17.5% | +0.2% |
| All | +1,381.0% | +120.2% | +1,260.8% | +913.8% |
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