+67.2%
ADP vs BTDR
-38.7%
+105.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.8% | +13.3% | +0.5% |
| 7D | +0.3% | +15.4% | -15.2% | +0.3% |
| 30D | +11.6% | -33.4% | +45.0% | +11.6% |
| 3M | +15.1% | -32.0% | +47.1% | +15.0% |
| 6M | +46.0% | -52.2% | +98.3% | +45.9% |
| YTD | +22.4% | -45.3% | +67.7% | +21.9% |
| 1Y | +24.5% | -56.0% | +80.5% | +24.3% |
| 3Y | +44.8% | +54.4% | -9.6% | +42.7% |
| 5Y | +49.1% | -38.5% | +87.6% | +46.6% |
| All | +67.2% | -38.7% | +105.9% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling