-22.7%
U vs ADP
+156.5%
-179.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +4.7% |
| 7D | +2.6% | +2.2% | +0.4% | +0.7% |
| 30D | +27.6% | +10.6% | +17.0% | +16.3% |
| 3M | +15.3% | +12.9% | +2.4% | +2.5% |
| 6M | +96.4% | +50.6% | +45.8% | +31.9% |
| YTD | +19.6% | +23.2% | -3.6% | -2.4% |
| 1Y | +42.1% | +25.3% | +16.9% | +13.6% |
| 3Y | +87.5% | +47.1% | +40.4% | +20.6% |
| 5Y | -73.1% | +50.1% | -123.2% | -82.7% |
| All | -22.7% | +156.5% | -179.3% | -62.6% |
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