+11,904.6%
ADP vs BP
+1,351.0%
+10,553.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | +3.2% | -11.6% | +14.9% | +6.7% |
| 30D | +14.9% | 0.0% | +14.9% | +14.6% |
| 3M | +11.6% | +6.7% | +4.9% | +9.1% |
| 6M | +48.5% | +2.2% | +46.3% | +46.4% |
| YTD | +20.6% | +33.0% | -12.4% | +9.6% |
| 1Y | +23.7% | +30.7% | -7.0% | +12.8% |
| 3Y | +47.8% | +44.2% | +3.6% | +28.5% |
| 5Y | +47.7% | +105.1% | -57.4% | +12.7% |
| 10Y | +324.0% | +133.5% | +190.4% | +195.1% |
| All | +11,904.6% | +1,351.0% | +10,553.6% | +5,183.2% |
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