+313.7%
ADP vs BUD
-8.7%
+322.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.8% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +11.5% | +10.0% | +1.5% | +8.3% |
| 3M | +12.0% | +1.6% | +10.5% | +11.4% |
| 6M | +43.8% | +6.5% | +37.3% | +40.8% |
| YTD | +20.1% | +34.8% | -14.8% | +8.1% |
| 1Y | +22.3% | +36.5% | -14.2% | +9.6% |
| 3Y | +43.3% | +49.0% | -5.7% | +22.6% |
| 5Y | +47.3% | +51.7% | -4.3% | +23.0% |
| 10Y | +313.7% | -7.5% | +321.2% | +271.1% |
| All | +313.7% | -8.7% | +322.4% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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