+54.1%
T vs ADP
+327.9%
-273.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.7% | +1.1% | +0.6% | +1.3% |
| 30D | -1.7% | +11.5% | -13.2% | -5.5% |
| 3M | -7.3% | +12.0% | -19.4% | -11.2% |
| 6M | -11.2% | +43.8% | -55.0% | -22.6% |
| YTD | -8.1% | +20.1% | -28.1% | -14.8% |
| 1Y | -8.0% | +22.3% | -30.3% | -15.4% |
| 3Y | +62.1% | +43.3% | +18.8% | +38.5% |
| 5Y | +55.7% | +47.3% | +8.4% | +28.0% |
| 10Y | +54.1% | +313.7% | -259.6% | -20.9% |
| All | +54.1% | +327.9% | -273.7% | -20.9% |
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