+275.2%
ADP vs BBY
+242.2%
+33.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -5.7% | +0.7% | -6.4% | -5.9% |
| 30D | -1.4% | +5.8% | -7.2% | -2.9% |
| 3M | +16.6% | +18.0% | -1.5% | +11.5% |
| 6M | +24.9% | +39.8% | -14.9% | +13.9% |
| YTD | +5.6% | +35.4% | -29.8% | -3.2% |
| 1Y | -6.0% | +21.4% | -27.4% | -11.8% |
| 3Y | +14.5% | +39.5% | -25.1% | -0.9% |
| 5Y | +47.9% | -0.5% | +48.4% | +36.3% |
| All | +275.2% | +242.2% | +33.0% | +154.2% |
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