+14.1%
ADP vs BG
+19.0%
-4.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -5.7% | +0.5% | -6.2% | -5.7% |
| 30D | -3.1% | +10.3% | -13.4% | -3.5% |
| 3M | +15.6% | -1.9% | +17.5% | +15.8% |
| 6M | +20.8% | +5.2% | +15.6% | +20.5% |
| YTD | +4.7% | +41.2% | -36.4% | +2.0% |
| 1Y | -8.3% | +50.5% | -58.8% | -11.1% |
| All | +14.1% | +19.0% | -4.9% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling