+1,169.1%
ADP vs BND
+74.8%
+1,094.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +0.3% | -1.4% | +1.6% | +0.2% |
| 30D | +11.6% | +0.8% | +10.8% | +11.6% |
| 3M | +15.1% | -1.2% | +16.3% | +15.0% |
| 6M | +46.0% | -1.4% | +47.4% | +46.0% |
| YTD | +22.4% | -1.3% | +23.7% | +22.3% |
| 1Y | +24.5% | -1.2% | +25.7% | +24.4% |
| 3Y | +44.8% | +13.7% | +31.1% | +45.9% |
| 5Y | +49.1% | -1.7% | +50.8% | +44.0% |
| 10Y | +320.9% | +17.2% | +303.7% | +356.4% |
| All | +1,169.1% | +74.8% | +1,094.3% | +1,595.1% |
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