+24.5%
ADP vs BROS
-40.8%
+65.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.7% |
| 7D | +0.3% | -2.5% | +2.7% | +0.3% |
| 30D | +11.6% | -11.2% | +22.8% | +11.6% |
| 3M | +15.1% | -33.9% | +49.0% | +17.0% |
| 6M | +46.0% | -33.5% | +79.5% | +47.6% |
| YTD | +22.4% | -44.9% | +67.3% | +24.8% |
| 1Y | +24.5% | -41.5% | +66.0% | +25.2% |
| All | +24.5% | -40.8% | +65.3% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling