+278.9%
ADP vs BLK
+283.5%
-4.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | -2.8% | -3.3% | +0.6% | -1.1% |
| 30D | +0.2% | -6.5% | +6.8% | +3.6% |
| 3M | +20.5% | +6.7% | +13.7% | +16.1% |
| 6M | +28.8% | +14.7% | +14.0% | +18.8% |
| YTD | +6.6% | +2.5% | +4.1% | +3.6% |
| 1Y | -6.9% | -2.8% | -4.1% | -7.3% |
| 3Y | +16.1% | +65.9% | -49.7% | -15.3% |
| 5Y | +49.3% | +33.0% | +16.4% | +19.9% |
| All | +278.9% | +283.5% | -4.6% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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