+48.7%
ADP vs BND
-1.7%
+50.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.2% | -1.4% | +3.6% | +3.0% |
| 30D | +10.6% | +0.6% | +10.0% | +10.2% |
| 3M | +12.9% | -1.6% | +14.5% | +13.9% |
| 6M | +50.6% | -1.5% | +52.2% | +51.9% |
| YTD | +23.2% | -1.5% | +24.6% | +24.0% |
| 1Y | +25.3% | -1.1% | +26.3% | +25.8% |
| 3Y | +47.1% | +13.6% | +33.5% | +35.8% |
| All | +48.7% | -1.7% | +50.4% | +43.4% |
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