+1,418.9%
ADP vs BLDR
+387.6%
+1,031.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +0.9% | -10.3% | +11.2% | +2.1% |
| 30D | +11.9% | +19.6% | -7.7% | +9.3% |
| 3M | +13.7% | -17.0% | +30.7% | +15.8% |
| 6M | +46.8% | -16.7% | +63.5% | +48.5% |
| YTD | +21.8% | -39.4% | +61.2% | +27.0% |
| 1Y | +23.5% | -41.7% | +65.2% | +29.3% |
| 3Y | +44.1% | -49.9% | +93.9% | +49.9% |
| 5Y | +49.9% | -7.6% | +57.5% | +42.4% |
| 10Y | +318.8% | +502.3% | -183.6% | +211.6% |
| All | +1,418.9% | +387.6% | +1,031.3% | +777.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 all: compounded portfolio wealth divided by compounded BLDR 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…
all analysis · Full analysis span regression · 6 months rolling