+47.8%
ADP vs BROS
+25.7%
+22.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | +3.2% | -21.2% | +24.5% | +4.3% |
| 30D | +14.9% | -11.6% | +26.5% | +15.3% |
| 3M | +11.6% | -36.7% | +48.3% | +14.0% |
| 6M | +48.5% | -42.8% | +91.3% | +52.0% |
| YTD | +20.6% | -44.8% | +65.4% | +23.3% |
| 1Y | +23.7% | -36.5% | +60.2% | +25.4% |
| 3Y | +47.8% | +27.0% | +20.8% | +48.6% |
| All | +47.8% | +25.7% | +22.1% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling