+47.8%
ADP vs BB
+132.4%
-84.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -1.3% |
| 7D | +3.2% | +3.8% | -0.6% | +3.1% |
| 30D | +14.9% | -0.3% | +15.2% | +14.7% |
| 3M | +11.6% | -0.5% | +12.1% | +11.4% |
| 6M | +48.5% | +45.9% | +2.5% | +44.2% |
| YTD | +20.6% | +130.6% | -110.0% | +14.4% |
| 1Y | +23.7% | +89.2% | -65.5% | +18.1% |
| 3Y | +47.8% | +137.5% | -89.7% | +38.1% |
| All | +47.8% | +132.4% | -84.7% | +38.1% |
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