+10,328.9%
ADP vs BNY
+8,066.6%
+2,262.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -5.7% | +0.3% | -6.0% | -5.7% |
| 30D | -3.1% | +1.9% | -5.0% | -3.7% |
| 3M | +15.6% | +13.9% | +1.7% | +10.8% |
| 6M | +20.8% | +42.3% | -21.5% | +8.2% |
| YTD | +4.7% | +41.8% | -37.1% | -6.2% |
| 1Y | -8.3% | +57.9% | -66.2% | -20.5% |
| 3Y | +13.6% | +290.7% | -277.2% | -25.2% |
| 5Y | +45.0% | +252.3% | -207.2% | -2.8% |
| 10Y | +279.0% | +412.8% | -133.8% | +122.8% |
| All | +10,328.9% | +8,066.6% | +2,262.3% | +2,469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling