+319.9%
ADP vs BG
+111.0%
+208.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | +2.2% | +2.6% | -0.4% | +1.5% |
| 30D | +10.6% | -6.7% | +17.2% | +12.3% |
| 3M | +12.9% | -9.3% | +22.2% | +15.1% |
| 6M | +50.6% | -18.3% | +69.0% | +57.1% |
| YTD | +23.2% | +16.2% | +7.0% | +16.2% |
| 1Y | +25.3% | +7.6% | +17.7% | +20.6% |
| 3Y | +47.1% | +6.6% | +40.6% | +39.0% |
| 5Y | +50.1% | +22.2% | +27.8% | +31.5% |
| All | +319.9% | +111.0% | +208.9% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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