+1,137.6%
ADP vs BR
+1,473.8%
-336.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +0.3% | -1.3% | +1.5% | +0.9% |
| 30D | +11.6% | +13.7% | -2.1% | +4.8% |
| 3M | +15.1% | +13.8% | +1.2% | +8.0% |
| 6M | +46.0% | +29.7% | +16.3% | +28.4% |
| YTD | +22.4% | -12.6% | +35.0% | +29.7% |
| 1Y | +24.5% | -12.4% | +36.9% | +31.8% |
| 3Y | +44.8% | +14.1% | +30.7% | +33.9% |
| 5Y | +49.1% | +18.7% | +30.4% | +34.0% |
| 10Y | +320.9% | +276.2% | +44.7% | +128.2% |
| All | +1,137.6% | +1,473.8% | -336.2% | +264.9% |
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