+1,500.8%
ADP vs BB
+329.7%
+1,171.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.9% |
| 7D | +1.1% | +15.0% | -13.9% | -0.3% |
| 30D | +11.5% | +3.5% | +8.0% | +10.8% |
| 3M | +12.0% | +2.7% | +9.4% | +11.0% |
| 6M | +43.8% | +44.7% | -0.9% | +36.4% |
| YTD | +20.1% | +143.3% | -123.2% | +8.0% |
| 1Y | +22.3% | +102.2% | -79.9% | +11.8% |
| 3Y | +43.3% | +156.1% | -112.8% | +24.0% |
| 5Y | +47.3% | -17.6% | +65.0% | +38.9% |
| 10Y | +313.7% | +29.0% | +284.8% | +238.1% |
| All | +1,500.8% | +329.7% | +1,171.1% | +719.0% |
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