+1,250.0%
ADP vs BUD
+201.1%
+1,048.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | +20.9% | +3.1% | +17.8% | +19.5% |
| 6M | +29.9% | +7.9% | +22.0% | +25.7% |
| YTD | +9.6% | +27.3% | -17.7% | -0.2% |
| 1Y | -5.3% | +37.8% | -43.1% | -16.2% |
| 3Y | +16.5% | +49.8% | -33.4% | -1.9% |
| 5Y | +49.4% | +43.8% | +5.6% | +25.1% |
| 10Y | +282.2% | -22.6% | +304.8% | +275.2% |
| All | +1,250.0% | +201.1% | +1,048.9% | +714.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling