+43.1%
ADP vs BTDR
+23.3%
+19.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -1.0% |
| 7D | -5.7% | +14.8% | -20.5% | -5.7% |
| 30D | -3.1% | +41.8% | -44.9% | -3.1% |
| 3M | +15.6% | -29.2% | +44.8% | +15.9% |
| 6M | +20.8% | +66.2% | -45.4% | +19.9% |
| YTD | +4.7% | +10.0% | -5.2% | +4.4% |
| 1Y | -8.3% | -11.0% | +2.7% | -8.6% |
| 3Y | +13.6% | +6.9% | +6.6% | +13.9% |
| 5Y | +45.0% | +24.7% | +20.4% | +43.0% |
| All | +43.1% | +23.3% | +19.8% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling