+10,816.5%
ADP vs BN
+15,251.3%
-4,434.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +20.9% | -10.4% | +31.3% | +24.8% |
| 6M | +29.9% | -6.4% | +36.2% | +31.4% |
| YTD | +9.6% | -11.9% | +21.5% | +12.8% |
| 1Y | -5.3% | -8.6% | +3.3% | -3.9% |
| 3Y | +16.5% | +77.6% | -61.1% | -5.7% |
| 5Y | +49.4% | +37.0% | +12.4% | +28.9% |
| 10Y | +282.2% | +266.4% | +15.8% | +147.5% |
| All | +10,816.5% | +15,251.3% | -4,434.8% | +3,428.6% |
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