+270.5%
ADP vs BP
+126.3%
+144.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -4.1% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | -1.2% | +9.1% | -10.4% | -3.6% |
| 3M | +17.9% | +3.9% | +13.9% | +16.2% |
| 6M | +20.3% | +13.6% | +6.7% | +15.5% |
| YTD | +5.8% | +34.0% | -28.2% | -3.3% |
| 1Y | -7.7% | +39.2% | -46.9% | -16.9% |
| 3Y | +14.7% | +36.4% | -21.7% | +2.1% |
| 5Y | +45.8% | +135.8% | -90.0% | +4.6% |
| 10Y | +270.5% | +125.0% | +145.5% | +161.3% |
| All | +270.5% | +126.3% | +144.2% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling