+1,008.7%
ADP vs BR
+1,321.0%
-312.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.4% |
| 7D | -3.4% | -5.3% | +1.8% | -0.8% |
| 30D | +2.8% | +6.4% | -3.7% | -0.3% |
| 3M | +20.9% | +13.6% | +7.3% | +13.4% |
| 6M | +29.9% | -6.7% | +36.6% | +33.9% |
| YTD | +9.6% | -21.1% | +30.7% | +22.2% |
| 1Y | -5.3% | -29.6% | +24.3% | +11.5% |
| 3Y | +16.5% | -2.4% | +18.9% | +16.2% |
| 5Y | +49.4% | +11.2% | +38.2% | +38.6% |
| 10Y | +282.2% | +191.8% | +90.4% | +131.3% |
| All | +1,008.7% | +1,321.0% | -312.3% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling