+319.9%
ADP vs BBY
+288.1%
+31.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | +2.2% | +4.5% | -2.3% | +1.0% |
| 30D | +10.6% | +16.8% | -6.2% | +6.2% |
| 3M | +12.9% | +23.2% | -10.3% | +6.8% |
| 6M | +50.6% | +91.9% | -41.3% | +26.8% |
| YTD | +23.2% | +61.6% | -38.4% | +7.9% |
| 1Y | +25.3% | +43.9% | -18.6% | +12.8% |
| 3Y | +47.1% | +88.6% | -41.5% | +17.4% |
| 5Y | +50.1% | -3.1% | +53.1% | +40.6% |
| All | +319.9% | +288.1% | +31.8% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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