+12,023.7%
ADP vs BTI
+6,795.3%
+5,228.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.9% | -3.0% | +4.0% | +1.6% |
| 30D | +11.9% | +9.8% | +2.1% | +9.6% |
| 3M | +13.7% | +9.2% | +4.6% | +11.5% |
| 6M | +46.8% | +4.0% | +42.7% | +45.1% |
| YTD | +21.8% | +12.7% | +9.1% | +17.7% |
| 1Y | +23.5% | +15.9% | +7.6% | +18.5% |
| 3Y | +44.1% | +148.9% | -104.9% | +14.9% |
| 5Y | +49.9% | +152.8% | -102.9% | +18.4% |
| 10Y | +318.8% | +124.2% | +194.5% | +232.7% |
| All | +12,023.7% | +6,795.3% | +5,228.4% | +4,950.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling