+47.9%
ADP vs BTG
+74.4%
-26.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.9% |
| 7D | -5.7% | -5.8% | +0.1% | -5.5% |
| 30D | -1.4% | +5.7% | -7.1% | -1.7% |
| 3M | +16.6% | +38.1% | -21.6% | +14.6% |
| 6M | +24.9% | +0.3% | +24.6% | +24.9% |
| YTD | +5.6% | +19.9% | -14.3% | +3.6% |
| 1Y | -6.0% | +24.6% | -30.6% | -8.6% |
| 3Y | +14.5% | +96.6% | -82.1% | +4.6% |
| 5Y | +47.9% | +77.7% | -29.8% | +36.3% |
| All | +47.9% | +74.4% | -26.5% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling