+65.8%
T vs ADP
+282.8%
-217.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.2% |
| 7D | -1.3% | -3.4% | +2.2% | 0.0% |
| 30D | +11.4% | +2.8% | +8.6% | +10.2% |
| 3M | +14.3% | +20.9% | -6.6% | +6.3% |
| 6M | -9.3% | +29.9% | -39.1% | -18.2% |
| YTD | +7.1% | +9.6% | -2.5% | +2.6% |
| 1Y | -9.1% | -5.3% | -3.8% | -7.8% |
| 3Y | +105.3% | +16.5% | +88.9% | +89.7% |
| 5Y | +66.8% | +49.4% | +17.4% | +35.0% |
| All | +65.8% | +282.8% | -217.0% | -11.0% |
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