+707.7%
BE vs ADP
+168.3%
+539.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.9% |
| 7D | +20.5% | +0.3% | +20.3% | +20.2% |
| 30D | -23.4% | +11.6% | -35.0% | -29.7% |
| 3M | -14.9% | +15.1% | -29.9% | -24.4% |
| 6M | -28.1% | +46.0% | -74.1% | -50.0% |
| YTD | +132.4% | +22.4% | +110.0% | +83.3% |
| 1Y | +59.4% | +24.5% | +34.9% | +22.9% |
| 3Y | +1,815.8% | +44.8% | +1,771.0% | +1,104.3% |
| 5Y | +491.3% | +49.1% | +442.2% | +270.0% |
| All | +707.7% | +168.3% | +539.4% | +203.5% |
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