+1,306.2%
ADP vs BLK
+13,445.8%
-12,139.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -3.4% | -3.6% | +0.2% | -2.3% |
| 30D | +2.8% | -1.0% | +3.8% | +3.1% |
| 3M | +20.9% | +10.4% | +10.6% | +16.8% |
| 6M | +29.9% | +8.2% | +21.7% | +25.5% |
| YTD | +9.6% | +6.0% | +3.6% | +6.6% |
| 1Y | -5.3% | +3.3% | -8.6% | -7.3% |
| 3Y | +16.5% | +70.3% | -53.8% | -4.3% |
| 5Y | +49.4% | +34.5% | +14.9% | +30.8% |
| 10Y | +282.2% | +281.9% | +0.3% | +142.0% |
| All | +1,306.2% | +13,445.8% | -12,139.6% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling