+45.0%
ADP vs BG
+84.9%
-39.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | +15.6% | -1.9% | +17.5% | +15.7% |
| 6M | +20.8% | +5.2% | +15.6% | +19.7% |
| YTD | +4.7% | +41.2% | -36.4% | -0.5% |
| 1Y | -8.3% | +50.5% | -58.8% | -13.8% |
| 3Y | +13.6% | +19.9% | -6.4% | +9.5% |
| 5Y | +45.0% | +86.7% | -41.7% | +27.8% |
| All | +45.0% | +84.9% | -39.9% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling