+68.4%
ADP vs BROS
+10.8%
+57.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.1% | -0.9% |
| 7D | +1.1% | -17.9% | +19.0% | +2.4% |
| 30D | +11.5% | -5.4% | +16.9% | +11.6% |
| 3M | +12.0% | -32.1% | +44.1% | +15.1% |
| 6M | +43.8% | -31.7% | +75.5% | +47.0% |
| YTD | +20.1% | -41.2% | +61.2% | +23.8% |
| 1Y | +22.3% | -32.6% | +54.9% | +24.5% |
| 3Y | +43.3% | +32.7% | +10.6% | +33.6% |
| 5Y | +47.3% | -44.2% | +91.6% | +39.4% |
| All | +68.4% | +10.8% | +57.6% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling