+278.9%
ADP vs BRKR
+155.3%
+123.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.8% | -8.7% | +5.9% | -0.9% |
| 30D | +0.2% | -9.9% | +10.1% | +2.3% |
| 3M | +20.5% | -3.1% | +23.6% | +19.0% |
| 6M | +28.8% | +45.5% | -16.7% | +13.4% |
| YTD | +6.6% | +13.7% | -7.1% | -0.5% |
| 1Y | -6.9% | +67.4% | -74.3% | -22.3% |
| 3Y | +16.1% | -13.2% | +29.3% | +9.4% |
| 5Y | +49.3% | -39.5% | +88.8% | +55.2% |
| All | +278.9% | +155.3% | +123.6% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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