+1,217.5%
ADP vs BTG
+332.2%
+885.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | +2.2% | -9.1% | +11.2% | +2.3% |
| 30D | +10.6% | -1.6% | +12.2% | +10.5% |
| 3M | +12.9% | -2.8% | +15.7% | +12.9% |
| 6M | +50.6% | -7.6% | +58.2% | +50.6% |
| YTD | +23.2% | +10.2% | +13.0% | +22.4% |
| 1Y | +25.3% | +21.3% | +4.0% | +24.2% |
| 3Y | +47.1% | +82.7% | -35.6% | +43.8% |
| 5Y | +50.1% | +30.8% | +19.2% | +47.2% |
| 10Y | +323.6% | +163.7% | +159.9% | +310.9% |
| All | +1,217.5% | +332.2% | +885.3% | +1,260.1% |
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