+47.8%
ADP vs BN
+90.6%
-42.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.2% | +5.3% | -2.1% | +2.0% |
| 30D | +14.9% | +11.9% | +3.0% | +11.9% |
| 3M | +11.6% | -5.7% | +17.4% | +12.9% |
| 6M | +48.5% | -10.6% | +59.1% | +51.6% |
| YTD | +20.6% | -9.4% | +29.9% | +22.4% |
| 1Y | +23.7% | -8.8% | +32.5% | +25.1% |
| 3Y | +47.8% | +95.6% | -47.8% | +25.0% |
| All | +47.8% | +90.6% | -42.8% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling