+10,328.9%
ADP vs BRO
+25,667.1%
-15,338.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -5.7% | -7.6% | +2.0% | -4.0% |
| 30D | -3.1% | -6.9% | +3.8% | -1.6% |
| 3M | +15.6% | +12.8% | +2.8% | +12.8% |
| 6M | +20.8% | -5.9% | +26.7% | +22.3% |
| YTD | +4.7% | -15.9% | +20.6% | +8.5% |
| 1Y | -8.3% | -28.1% | +19.8% | -1.9% |
| 3Y | +13.6% | -7.0% | +20.6% | +14.9% |
| 5Y | +45.0% | +18.0% | +27.0% | +39.5% |
| 10Y | +279.0% | +293.9% | -14.9% | +201.5% |
| All | +10,328.9% | +25,667.1% | -15,338.2% | +6,849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling