+53.2%
ADP vs BN
+37.9%
+15.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.4% | -2.5% | -1.0% | -2.7% |
| 30D | +2.8% | -9.5% | +12.3% | +6.0% |
| 3M | +20.9% | -10.4% | +31.3% | +24.9% |
| 6M | +29.9% | -6.4% | +36.2% | +31.4% |
| YTD | +9.6% | -11.9% | +21.5% | +13.0% |
| 1Y | -5.3% | -8.6% | +3.3% | -4.0% |
| 3Y | +16.5% | +77.6% | -61.1% | -10.4% |
| All | +53.2% | +37.9% | +15.3% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling