+38.2%
ADP vs BTSG
+504.1%
-465.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.8% | -3.7% | +0.9% |
| 7D | +3.2% | +3.8% | -0.6% | +3.0% |
| 30D | +12.8% | +13.7% | -1.0% | +12.0% |
| 3M | +12.3% | +18.0% | -5.6% | +11.3% |
| 6M | +45.4% | +32.2% | +13.2% | +41.6% |
| YTD | +21.4% | +93.6% | -72.2% | +13.6% |
| 1Y | +23.7% | +115.9% | -92.2% | +14.5% |
| All | +38.2% | +504.1% | -465.9% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling