+319.9%
ADP vs BN
+290.8%
+29.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +10.6% | +14.0% | -3.4% | +4.4% |
| 3M | +12.9% | -9.0% | +21.9% | +17.1% |
| 6M | +50.6% | -8.8% | +59.5% | +55.2% |
| YTD | +23.2% | -10.3% | +33.4% | +26.6% |
| 1Y | +25.3% | -5.8% | +31.1% | +25.9% |
| 3Y | +47.1% | +94.8% | -47.7% | +0.5% |
| 5Y | +50.1% | +31.5% | +18.6% | +21.4% |
| All | +319.9% | +290.8% | +29.1% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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