+1,001.8%
TER vs ADP
+327.9%
+674.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.2% | +12.9% |
| 7D | -5.8% | +1.1% | -6.8% | -6.4% |
| 30D | -38.9% | +11.5% | -50.4% | -42.3% |
| 3M | -35.1% | +12.0% | -47.2% | -39.5% |
| 6M | -31.6% | +43.8% | -75.4% | -46.0% |
| YTD | +27.2% | +20.1% | +7.2% | +8.9% |
| 1Y | +35.2% | +22.3% | +12.9% | +13.9% |
| 3Y | +192.8% | +43.3% | +149.5% | +114.9% |
| 5Y | +72.4% | +47.3% | +25.1% | +23.5% |
| 10Y | +1,001.8% | +313.7% | +688.1% | +353.5% |
| All | +1,001.8% | +327.9% | +674.0% | +353.5% |
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 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