+313.7%
ADP vs BP
+132.1%
+181.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +1.1% | -6.9% | +8.0% | +2.9% |
| 30D | +11.5% | -3.6% | +15.1% | +12.3% |
| 3M | +12.0% | +8.4% | +3.6% | +9.2% |
| 6M | +43.8% | +5.3% | +38.5% | +40.8% |
| YTD | +20.1% | +33.2% | -13.1% | +9.5% |
| 1Y | +22.3% | +28.2% | -5.9% | +12.6% |
| 3Y | +43.3% | +49.2% | -6.0% | +23.7% |
| 5Y | +47.3% | +102.9% | -55.5% | +11.4% |
| 10Y | +313.7% | +127.7% | +186.0% | +196.3% |
| All | +313.7% | +132.1% | +181.6% | +196.3% |
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