+53.8%
ADP vs BROS
+43.3%
+10.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -3.4% | -6.7% | +3.2% | -2.9% |
| 30D | +2.8% | -29.1% | +31.9% | +5.4% |
| 3M | +20.9% | -16.7% | +37.6% | +22.2% |
| 6M | +29.9% | -11.6% | +41.5% | +30.1% |
| YTD | +9.6% | -23.9% | +33.6% | +11.1% |
| 1Y | -5.3% | -34.8% | +29.5% | -2.9% |
| 3Y | +16.5% | +62.1% | -45.6% | +7.3% |
| All | +53.8% | +43.3% | +10.5% | +44.6% |
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 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