+46.2%
ADP vs BG
+4.7%
+41.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +0.3% | +1.5% | -1.2% | +0.2% |
| 30D | +11.6% | -7.0% | +18.7% | +11.9% |
| 3M | +15.1% | -10.0% | +25.0% | +15.3% |
| 6M | +46.0% | -19.8% | +65.8% | +47.1% |
| YTD | +22.4% | +14.3% | +8.1% | +19.9% |
| 1Y | +24.5% | +6.5% | +18.0% | +22.6% |
| All | +46.2% | +4.7% | +41.5% | +42.3% |
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