-6.9%
ADP vs BTDR
-13.8%
+6.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.2% |
| 7D | -2.8% | -3.4% | +0.6% | -2.9% |
| 30D | +0.2% | +32.6% | -32.4% | +1.6% |
| 3M | +20.5% | -32.2% | +52.7% | +20.6% |
| 6M | +28.8% | +52.4% | -23.6% | +29.6% |
| YTD | +6.6% | +6.7% | -0.1% | +7.8% |
| 1Y | -6.9% | -15.2% | +8.3% | -6.3% |
| All | -6.9% | -13.8% | +6.9% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling