+10,816.5%
ADP vs BBY
+75,590.7%
-64,774.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.5% |
| 7D | -3.4% | +9.5% | -12.9% | -4.7% |
| 30D | +2.8% | +6.8% | -4.0% | +1.7% |
| 3M | +20.9% | +28.9% | -7.9% | +16.5% |
| 6M | +29.9% | +37.8% | -7.9% | +23.6% |
| YTD | +9.6% | +38.7% | -29.1% | +4.1% |
| 1Y | -5.3% | +23.7% | -29.0% | -8.8% |
| 3Y | +16.5% | +39.1% | -22.6% | +8.4% |
| 5Y | +49.4% | -0.4% | +49.8% | +43.6% |
| 10Y | +282.2% | +234.0% | +48.2% | +208.6% |
| All | +10,816.5% | +75,590.7% | -64,774.2% | +4,630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling