+317.5%
ADP vs BUD
-2.2%
+319.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +3.2% | +6.0% | -2.9% | +1.4% |
| 30D | +12.8% | +11.3% | +1.5% | +9.2% |
| 3M | +12.3% | +3.6% | +8.8% | +11.1% |
| 6M | +45.4% | +7.7% | +37.7% | +41.8% |
| YTD | +21.4% | +36.4% | -15.0% | +8.9% |
| 1Y | +23.7% | +37.8% | -14.1% | +10.5% |
| 3Y | +43.6% | +51.2% | -7.6% | +22.3% |
| 5Y | +48.7% | +53.4% | -4.7% | +23.6% |
| All | +317.5% | -2.2% | +319.7% | +272.7% |
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