+14.7%
ADP vs BR
-4.7%
+19.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.1% |
| 7D | -5.5% | -5.9% | +0.5% | -2.1% |
| 30D | -1.2% | +1.9% | -3.1% | -2.3% |
| 3M | +17.9% | +14.7% | +3.2% | +8.7% |
| 6M | +20.3% | -12.8% | +33.1% | +28.0% |
| YTD | +5.8% | -23.0% | +28.9% | +20.2% |
| 1Y | -7.7% | -31.7% | +24.0% | +11.5% |
| 3Y | +14.7% | -4.8% | +19.5% | +11.5% |
| All | +14.7% | -4.7% | +19.4% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling