+10,816.5%
ADP vs BP
+1,327.5%
+9,489.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.4% | +3.9% | -7.4% | -4.5% |
| 30D | +2.8% | +7.6% | -4.8% | +0.6% |
| 3M | +20.9% | +0.7% | +20.2% | +20.1% |
| 6M | +29.9% | +15.5% | +14.4% | +23.8% |
| YTD | +9.6% | +30.8% | -21.2% | +0.5% |
| 1Y | -5.3% | +34.3% | -39.6% | -14.1% |
| 3Y | +16.5% | +35.1% | -18.6% | +3.4% |
| 5Y | +49.4% | +126.8% | -77.4% | +10.7% |
| 10Y | +282.2% | +123.4% | +158.8% | +170.1% |
| All | +10,816.5% | +1,327.5% | +9,489.0% | +4,743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling