+1,361.9%
ADP vs BB
+258.8%
+1,103.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | -5.6% | +2.2% | -2.9% |
| 30D | +2.8% | -11.8% | +14.6% | +3.9% |
| 3M | +20.9% | -25.5% | +46.5% | +23.2% |
| 6M | +29.9% | +121.3% | -91.4% | +18.5% |
| YTD | +9.6% | +103.2% | -93.5% | +0.9% |
| 1Y | -5.3% | +102.6% | -107.9% | -13.2% |
| 3Y | +16.5% | +37.5% | -21.0% | +7.2% |
| 5Y | +49.4% | -30.4% | +79.8% | +43.5% |
| 10Y | +282.2% | 0.0% | +282.2% | +221.5% |
| All | +1,361.9% | +258.8% | +1,103.1% | +664.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling