+46.9%
ADP vs BROS
+38.3%
+8.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | -5.7% | -6.6% | +0.9% | -5.1% |
| 30D | -3.1% | -12.3% | +9.3% | -2.1% |
| 3M | +15.6% | -22.2% | +37.8% | +17.5% |
| 6M | +20.8% | -14.3% | +35.1% | +21.4% |
| YTD | +4.7% | -26.6% | +31.3% | +6.5% |
| 1Y | -8.3% | -31.5% | +23.2% | -6.4% |
| 3Y | +13.6% | +62.3% | -48.7% | +4.5% |
| All | +46.9% | +38.3% | +8.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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