-8.3%
ADP vs BEN
+45.3%
-53.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -5.7% | +3.4% | -9.0% | -6.1% |
| 30D | -3.1% | +1.8% | -4.9% | -3.4% |
| 3M | +15.6% | +8.4% | +7.2% | +13.7% |
| 6M | +20.8% | +35.6% | -14.8% | +11.7% |
| YTD | +4.7% | +46.4% | -41.6% | -4.7% |
| 1Y | -8.3% | +46.3% | -54.6% | -16.6% |
| All | -8.3% | +45.3% | -53.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling