+270.5%
ADP vs BN
+259.6%
+10.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.4% |
| 7D | -5.5% | -1.2% | -4.3% | -5.0% |
| 30D | -1.2% | -10.9% | +9.7% | +3.6% |
| 3M | +17.9% | -11.1% | +28.9% | +23.5% |
| 6M | +20.3% | -4.4% | +24.7% | +21.1% |
| YTD | +5.8% | -14.1% | +20.0% | +11.2% |
| 1Y | -7.7% | -11.1% | +3.3% | -5.0% |
| 3Y | +14.7% | +75.6% | -60.8% | -17.8% |
| 5Y | +45.8% | +35.8% | +10.0% | +15.4% |
| 10Y | +270.5% | +261.6% | +8.9% | +80.1% |
| All | +270.5% | +259.6% | +10.9% | +80.1% |
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