+45.8%
ADP vs BND
-1.5%
+47.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -1.2% | -0.4% | -0.9% | -1.0% |
| 3M | +17.9% | -0.2% | +18.1% | +18.0% |
| 6M | +20.3% | -1.2% | +21.5% | +21.0% |
| YTD | +5.8% | -0.3% | +6.1% | +5.9% |
| 1Y | -7.7% | +0.4% | -8.1% | -8.0% |
| 3Y | +14.7% | +13.4% | +1.3% | +6.1% |
| 5Y | +45.8% | -1.5% | +47.3% | +42.5% |
| All | +45.8% | -1.5% | +47.3% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling