+1,384.6%
ADP vs BUD
+214.6%
+1,170.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.8% |
| 7D | +3.2% | +4.5% | -1.2% | +1.7% |
| 30D | +14.9% | +12.5% | +2.4% | +10.5% |
| 3M | +11.6% | 0.0% | +11.6% | +11.6% |
| 6M | +48.5% | +3.8% | +44.7% | +46.2% |
| YTD | +20.6% | +33.1% | -12.5% | +8.2% |
| 1Y | +23.7% | +35.5% | -11.8% | +10.2% |
| 3Y | +47.8% | +49.4% | -1.6% | +25.0% |
| 5Y | +47.7% | +48.0% | -0.3% | +23.0% |
| 10Y | +324.0% | -8.6% | +332.5% | +291.8% |
| All | +1,384.6% | +214.6% | +1,170.0% | +782.9% |
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