+17.8%
ADP vs BP
+33.2%
-15.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -3.4% | +3.9% | -7.4% | -3.6% |
| 30D | +2.8% | +7.6% | -4.8% | +2.4% |
| 3M | +20.9% | +0.7% | +20.2% | +20.7% |
| 6M | +29.9% | +15.5% | +14.4% | +29.0% |
| YTD | +9.6% | +30.8% | -21.2% | +8.1% |
| 1Y | -5.3% | +34.3% | -39.6% | -6.8% |
| All | +17.8% | +33.2% | -15.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling