+1,744.2%
TER vs ADP
+269.5%
+1,474.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +5.8% |
| 7D | +11.0% | -5.5% | +16.4% | +13.7% |
| 30D | -1.9% | -1.2% | -0.6% | -1.9% |
| 3M | -0.7% | +17.9% | -18.5% | -11.6% |
| 6M | +36.4% | +20.3% | +16.0% | +16.3% |
| YTD | +92.4% | +5.8% | +86.6% | +76.4% |
| 1Y | +213.5% | -7.7% | +221.2% | +212.0% |
| 3Y | +277.2% | +14.7% | +262.5% | +217.1% |
| 5Y | +219.1% | +45.8% | +173.3% | +126.1% |
| 10Y | +1,744.2% | +270.5% | +1,473.8% | +689.5% |
| All | +1,744.2% | +269.5% | +1,474.7% | +689.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling