+48.7%
ADP vs BTI
+154.6%
-105.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +12.8% | +9.6% | +3.2% | +10.6% |
| 3M | +12.3% | +8.3% | +4.0% | +10.4% |
| 6M | +45.4% | +7.5% | +37.9% | +42.8% |
| YTD | +21.4% | +12.3% | +9.1% | +17.4% |
| 1Y | +23.7% | +16.2% | +7.5% | +18.5% |
| 3Y | +43.6% | +148.0% | -104.4% | +10.2% |
| 5Y | +48.7% | +153.2% | -104.5% | +13.2% |
| All | +48.7% | +154.6% | -105.9% | +13.2% |
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