+10,816.5%
ADP vs BTI
+6,053.3%
+4,763.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | +2.8% | -6.6% | +9.4% | +4.3% |
| 3M | +20.9% | -3.0% | +23.9% | +21.6% |
| 6M | +29.9% | -6.7% | +36.6% | +31.2% |
| YTD | +9.6% | +0.6% | +9.1% | +8.7% |
| 1Y | -5.3% | +5.6% | -10.9% | -7.2% |
| 3Y | +16.5% | +110.3% | -93.8% | -3.6% |
| 5Y | +49.4% | +114.3% | -64.9% | +22.5% |
| 10Y | +282.2% | +67.7% | +214.5% | +222.7% |
| All | +10,816.5% | +6,053.3% | +4,763.2% | +4,567.6% |
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