+20.5%
ADP vs BRO
-3.6%
+24.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -1.9% | +0.2% |
| 7D | +6.4% | +12.4% | -6.1% | +0.1% |
| 30D | +16.6% | +21.6% | -4.9% | +5.5% |
| 3M | +12.9% | +4.3% | +8.6% | +10.1% |
| 6M | +45.7% | +29.2% | +16.5% | +30.3% |
| YTD | +20.6% | -6.4% | +27.0% | +19.8% |
| 1Y | +20.5% | -5.3% | +25.8% | +18.9% |
| All | +20.5% | -3.6% | +24.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling