+45.0%
ADP vs BR
+7.6%
+37.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -5.7% | -5.0% | -0.7% | -2.7% |
| 30D | -3.1% | -2.5% | -0.6% | -1.6% |
| 3M | +15.6% | +13.5% | +2.1% | +6.9% |
| 6M | +20.8% | -9.4% | +30.2% | +27.1% |
| YTD | +4.7% | -23.3% | +28.0% | +21.0% |
| 1Y | -8.3% | -31.6% | +23.3% | +13.2% |
| 3Y | +13.6% | -5.1% | +18.6% | +13.7% |
| 5Y | +45.0% | +8.2% | +36.8% | +26.5% |
| All | +45.0% | +7.6% | +37.4% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling