+49.8%
ADP vs BTDR
+23.8%
+26.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.1% |
| 7D | -3.4% | +20.0% | -23.4% | -3.4% |
| 30D | +2.8% | +11.9% | -9.1% | +2.8% |
| 3M | +20.9% | -36.9% | +57.9% | +21.4% |
| 6M | +29.9% | +56.5% | -26.6% | +29.0% |
| YTD | +9.6% | +10.4% | -0.8% | +9.3% |
| 1Y | -5.3% | +3.1% | -8.3% | -5.8% |
| 3Y | +16.5% | -2.6% | +19.1% | +17.0% |
| 5Y | +49.4% | +25.2% | +24.2% | +47.3% |
| All | +49.8% | +23.8% | +26.0% | +46.9% |
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