+279.0%
ADP vs BTI
+68.1%
+210.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -5.7% | -2.4% | -3.2% | -4.9% |
| 30D | -3.1% | -4.8% | +1.7% | -1.6% |
| 3M | +15.6% | -8.1% | +23.7% | +18.6% |
| 6M | +20.8% | -4.2% | +25.0% | +21.5% |
| YTD | +4.7% | -1.3% | +6.0% | +3.9% |
| 1Y | -8.3% | +2.1% | -10.4% | -10.3% |
| 3Y | +13.6% | +108.9% | -95.4% | -15.7% |
| 5Y | +45.0% | +114.5% | -69.4% | +5.1% |
| 10Y | +279.0% | +72.2% | +206.7% | +174.0% |
| All | +279.0% | +68.1% | +210.9% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling