+275.2%
ADP vs BND
+15.0%
+260.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -5.7% | -0.9% | -4.8% | -5.2% |
| 30D | -1.4% | -1.0% | -0.4% | -0.9% |
| 3M | +16.6% | -1.2% | +17.8% | +17.3% |
| 6M | +24.9% | -2.0% | +26.9% | +26.2% |
| YTD | +5.6% | -1.2% | +6.8% | +6.1% |
| 1Y | -6.0% | -0.5% | -5.6% | -5.9% |
| 3Y | +14.5% | +12.4% | +2.0% | +6.7% |
| 5Y | +47.9% | -2.5% | +50.4% | +48.2% |
| All | +275.2% | +15.0% | +260.2% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling