+319.9%
ADP vs BR
+277.7%
+42.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.3% |
| 7D | +2.2% | +1.1% | +1.1% | +1.5% |
| 30D | +10.6% | +14.4% | -3.8% | +1.8% |
| 3M | +12.9% | +12.4% | +0.5% | +5.0% |
| 6M | +50.6% | +35.4% | +15.2% | +24.8% |
| YTD | +23.2% | -12.2% | +35.4% | +31.8% |
| 1Y | +25.3% | -12.7% | +38.0% | +34.6% |
| 3Y | +47.1% | +14.3% | +32.9% | +31.8% |
| 5Y | +50.1% | +19.3% | +30.8% | +28.5% |
| All | +319.9% | +277.7% | +42.2% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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