+1,177.4%
ADP vs BND
+74.6%
+1,102.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +10.6% | +0.6% | +10.0% | +10.6% |
| 3M | +12.9% | -1.6% | +14.5% | +12.8% |
| 6M | +50.6% | -1.5% | +52.2% | +50.5% |
| YTD | +23.2% | -1.5% | +24.6% | +23.1% |
| 1Y | +25.3% | -1.1% | +26.3% | +25.2% |
| 3Y | +47.1% | +13.6% | +33.5% | +48.3% |
| 5Y | +50.1% | -1.8% | +51.9% | +44.9% |
| 10Y | +323.6% | +17.0% | +306.6% | +359.4% |
| All | +1,177.4% | +74.6% | +1,102.8% | +1,606.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling