+58.8%
T vs ADP
+315.9%
-257.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +2.6% | +3.2% | -0.6% | +1.4% |
| 30D | -1.1% | +12.8% | -13.8% | -5.3% |
| 3M | -7.7% | +12.3% | -20.1% | -11.7% |
| 6M | -10.6% | +45.4% | -56.0% | -22.5% |
| YTD | -7.5% | +21.4% | -28.9% | -14.6% |
| 1Y | -7.4% | +23.7% | -31.1% | -15.3% |
| 3Y | +63.1% | +43.6% | +19.4% | +39.2% |
| 5Y | +55.2% | +48.7% | +6.5% | +27.1% |
| 10Y | +58.8% | +316.1% | -257.3% | -18.9% |
| All | +58.8% | +315.9% | -257.1% | -18.9% |
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 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