+39.3%
ADP vs BTSG
+495.4%
-456.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +0.3% | +8.5% | -8.2% | -0.1% |
| 30D | +11.6% | +14.0% | -2.4% | +10.8% |
| 3M | +15.1% | +19.7% | -4.7% | +13.9% |
| 6M | +46.0% | +28.7% | +17.3% | +42.4% |
| YTD | +22.4% | +90.8% | -68.4% | +14.6% |
| 1Y | +24.5% | +112.4% | -87.9% | +15.3% |
| All | +39.3% | +495.4% | -456.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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