+53.2%
ADP vs BUD
+46.3%
+6.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | +2.8% | -5.7% | +8.5% | +4.0% |
| 3M | +20.9% | +3.1% | +17.8% | +20.1% |
| 6M | +29.9% | +7.9% | +22.0% | +27.4% |
| YTD | +9.6% | +27.3% | -17.7% | +2.7% |
| 1Y | -5.3% | +37.8% | -43.1% | -13.1% |
| 3Y | +16.5% | +49.8% | -33.4% | +2.9% |
| All | +53.2% | +46.3% | +6.9% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling