-37.5%
U vs ADP
+120.4%
-157.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +5.7% |
| 7D | +4.5% | -5.5% | +10.0% | +9.7% |
| 30D | -0.6% | -1.2% | +0.7% | +0.2% |
| 3M | +48.4% | +17.9% | +30.6% | +25.8% |
| 6M | +115.4% | +20.3% | +95.0% | +76.9% |
| YTD | -3.2% | +5.8% | -9.0% | -9.0% |
| 1Y | -6.0% | -7.7% | +1.7% | +0.4% |
| 3Y | +13.5% | +14.7% | -1.3% | -6.8% |
| 5Y | -68.0% | +45.8% | -113.8% | -77.3% |
| All | -37.5% | +120.4% | -157.8% | -65.1% |
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