+44.2%
ADP vs BTDR
+15.3%
+28.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +0.8% |
| 7D | -5.7% | -3.2% | -2.5% | -5.7% |
| 30D | -1.4% | +32.7% | -34.1% | -1.4% |
| 3M | +16.6% | -28.4% | +44.9% | +16.8% |
| 6M | +24.9% | +51.7% | -26.8% | +24.0% |
| YTD | +5.6% | +2.9% | +2.7% | +5.2% |
| 1Y | -6.0% | -15.5% | +9.4% | -6.4% |
| 3Y | +14.5% | 0.0% | +14.5% | +14.8% |
| 5Y | +47.9% | +16.5% | +31.4% | +45.8% |
| All | +44.2% | +15.3% | +28.9% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTDR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling