+45.8%
ADP vs BTI
+115.0%
-69.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -5.5% | -1.4% | -4.1% | -5.2% |
| 30D | -1.2% | -7.0% | +5.8% | +0.2% |
| 3M | +17.9% | -6.3% | +24.2% | +19.3% |
| 6M | +20.3% | -2.0% | +22.3% | +20.2% |
| YTD | +5.8% | +0.2% | +5.6% | +4.9% |
| 1Y | -7.7% | +3.8% | -11.5% | -9.5% |
| 3Y | +14.7% | +112.1% | -97.3% | -7.9% |
| 5Y | +45.8% | +113.6% | -67.8% | +18.2% |
| All | +45.8% | +115.0% | -69.2% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling