+18.5%
ADP vs BB
+59.1%
-40.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | -5.6% | +2.2% | -3.2% |
| 30D | +2.8% | -11.8% | +14.6% | +3.2% |
| 3M | +20.9% | -25.5% | +46.5% | +21.9% |
| 6M | +29.9% | +121.3% | -91.4% | +23.3% |
| YTD | +9.6% | +103.2% | -93.5% | +4.5% |
| 1Y | -5.3% | +102.6% | -107.9% | -9.9% |
| All | +18.5% | +59.1% | -40.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling