+475.2%
TEAM vs ADP
+269.5%
+205.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.5% | -3.5% | -4.4% |
| 7D | -5.7% | -5.5% | -0.2% | -1.6% |
| 30D | +18.3% | -1.2% | +19.6% | +19.9% |
| 3M | +80.2% | +17.9% | +62.4% | +61.9% |
| 6M | +111.0% | +20.3% | +90.7% | +88.1% |
| YTD | +8.8% | +5.8% | +3.0% | +6.3% |
| 1Y | +2.2% | -7.7% | +9.9% | +9.0% |
| 3Y | -14.6% | +14.7% | -29.3% | -21.4% |
| 5Y | -53.8% | +45.8% | -99.6% | -61.9% |
| 10Y | +475.2% | +270.5% | +204.7% | +197.6% |
| All | +475.2% | +269.5% | +205.7% | +197.6% |
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