+46.7%
ADP vs BLK
+30.3%
+16.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | -5.7% | -2.7% | -3.0% | -4.7% |
| 30D | -3.1% | -4.8% | +1.7% | -1.3% |
| 3M | +15.6% | +6.5% | +9.1% | +12.4% |
| 6M | +20.8% | +13.1% | +7.7% | +13.8% |
| YTD | +4.7% | +1.8% | +2.9% | +2.8% |
| 1Y | -8.3% | -1.0% | -7.3% | -9.1% |
| 3Y | +13.6% | +66.0% | -52.4% | -13.4% |
| All | +46.7% | +30.3% | +16.5% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling