+467.0%
TEAM vs ADP
+327.9%
+139.1%
-87.5%
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% | +1.1% |
| 7D | -17.2% | +1.1% | -18.3% | -17.8% |
| 30D | -25.1% | +11.5% | -36.6% | -31.2% |
| 3M | +3.9% | +12.0% | -8.1% | -4.4% |
| 6M | +69.1% | +43.8% | +25.3% | +31.6% |
| YTD | -4.5% | +20.1% | -24.5% | -15.3% |
| 1Y | -1.9% | +22.3% | -24.2% | -14.1% |
| 3Y | -9.3% | +43.3% | -52.6% | -28.8% |
| 5Y | -65.2% | +47.3% | -112.5% | -72.4% |
| 10Y | +467.0% | +313.7% | +153.3% | +155.4% |
| All | +467.0% | +327.9% | +139.1% | +155.4% |
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