+15.4%
ADP vs BNY
+287.0%
-271.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.4% | -1.3% | -2.0% | -3.0% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +19.7% | +14.9% | +4.8% | +14.1% |
| 6M | +27.9% | +40.0% | -12.0% | +13.5% |
| YTD | +5.9% | +42.0% | -36.0% | -6.7% |
| 1Y | -7.5% | +56.9% | -64.3% | -21.6% |
| 3Y | +15.4% | +289.9% | -274.5% | -26.1% |
| All | +15.4% | +287.0% | -271.6% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling