+47.1%
ADP vs BUD
+49.6%
-2.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.5% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | +10.6% | +6.7% | +3.9% | +9.6% |
| 3M | +12.9% | +5.7% | +7.2% | +12.0% |
| 6M | +50.6% | +5.8% | +44.8% | +49.3% |
| YTD | +23.2% | +34.4% | -11.2% | +17.0% |
| 1Y | +25.3% | +33.3% | -8.0% | +19.1% |
| 3Y | +47.1% | +48.8% | -1.7% | +33.5% |
| All | +47.1% | +49.6% | -2.5% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling