+1,072.7%
ADP vs BTG
+392.0%
+680.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | -3.4% | -0.9% | -2.5% | -3.4% |
| 30D | +2.8% | +36.8% | -34.0% | +2.1% |
| 3M | +20.9% | +23.1% | -2.2% | +20.3% |
| 6M | +29.9% | +3.5% | +26.4% | +29.6% |
| YTD | +9.6% | +25.5% | -15.8% | +8.8% |
| 1Y | -5.3% | +40.1% | -45.4% | -6.4% |
| 3Y | +16.5% | +101.1% | -84.6% | +13.7% |
| 5Y | +49.4% | +70.6% | -21.2% | +46.0% |
| 10Y | +282.2% | +152.1% | +130.1% | +270.5% |
| All | +1,072.7% | +392.0% | +680.7% | +1,108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling