-7.7%
ADP vs BN
-11.2%
+3.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.2% |
| 7D | -5.5% | -1.2% | -4.3% | -5.3% |
| 30D | -1.2% | -10.9% | +9.7% | +0.1% |
| 3M | +17.9% | -11.1% | +28.9% | +19.3% |
| 6M | +20.3% | -4.4% | +24.7% | +19.8% |
| YTD | +5.8% | -14.1% | +20.0% | +7.9% |
| 1Y | -7.7% | -11.1% | +3.3% | -6.4% |
| All | -7.7% | -11.2% | +3.5% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling