+45.8%
ADP vs BTDR
+28.1%
+17.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -3.5% |
| 7D | -5.5% | +22.4% | -27.9% | -5.5% |
| 30D | -1.2% | +16.5% | -17.7% | -1.3% |
| 3M | +17.9% | -31.5% | +49.3% | +18.2% |
| 6M | +20.3% | +74.0% | -53.7% | +19.3% |
| YTD | +5.8% | +13.0% | -7.2% | +5.5% |
| 1Y | -7.7% | -0.2% | -7.5% | -8.1% |
| 3Y | +14.7% | +9.9% | +4.8% | +15.0% |
| 5Y | +45.8% | +28.1% | +17.7% | +42.0% |
| All | +45.8% | +28.1% | +17.7% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling