+48.7%
ADP vs BTDR
-35.7%
+84.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.1% |
| 7D | +3.2% | -7.4% | +10.6% | +3.2% |
| 30D | +12.8% | -33.4% | +46.2% | +12.7% |
| 3M | +12.3% | -26.3% | +38.6% | +12.3% |
| 6M | +45.4% | -52.4% | +97.8% | +45.4% |
| YTD | +21.4% | -42.8% | +64.2% | +21.0% |
| 1Y | +23.7% | -63.7% | +87.4% | +23.9% |
| 3Y | +43.6% | +61.5% | -17.8% | +41.5% |
| 5Y | +48.7% | -35.6% | +84.4% | +44.6% |
| All | +48.7% | -35.7% | +84.4% | +44.6% |
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