+641.7%
BE vs ADP
+166.2%
+475.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -5.1% |
| 7D | -13.4% | +3.2% | -16.5% | -15.4% |
| 30D | -33.9% | +12.8% | -46.7% | -39.8% |
| 3M | -12.0% | +12.3% | -24.3% | -20.6% |
| 6M | -29.0% | +45.4% | -74.4% | -50.6% |
| YTD | +113.4% | +21.4% | +92.0% | +69.1% |
| 1Y | +33.2% | +23.7% | +9.5% | +3.0% |
| 3Y | +1,659.2% | +43.6% | +1,615.6% | +1,011.3% |
| 5Y | +461.4% | +48.7% | +412.7% | +251.1% |
| All | +641.7% | +166.2% | +475.5% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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