+11,904.6%
ADP vs BN
+15,687.7%
-3,783.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.2% | +5.3% | -2.1% | +1.5% |
| 30D | +14.9% | +11.9% | +3.0% | +11.0% |
| 3M | +11.6% | -5.7% | +17.4% | +13.4% |
| 6M | +48.5% | -10.6% | +59.1% | +52.8% |
| YTD | +20.6% | -9.4% | +29.9% | +22.8% |
| 1Y | +23.7% | -8.8% | +32.5% | +25.5% |
| 3Y | +47.8% | +95.6% | -47.8% | +16.3% |
| 5Y | +47.7% | +30.2% | +17.6% | +29.3% |
| 10Y | +324.0% | +277.0% | +46.9% | +171.9% |
| All | +11,904.6% | +15,687.7% | -3,783.1% | +3,742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling