+14.7%
ADP vs BTG
+101.2%
-86.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.5% |
| 7D | -5.5% | +4.8% | -10.3% | -5.5% |
| 30D | -1.2% | +8.3% | -9.6% | -1.2% |
| 3M | +17.9% | +32.3% | -14.4% | +18.1% |
| 6M | +20.3% | +3.0% | +17.4% | +21.0% |
| YTD | +5.8% | +21.9% | -16.1% | +5.7% |
| 1Y | -7.7% | +28.2% | -35.9% | -8.2% |
| 3Y | +14.7% | +99.9% | -85.2% | +12.9% |
| All | +14.7% | +101.2% | -86.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling