+977.1%
BE vs ADP
+129.6%
+847.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.2% |
| 7D | +23.9% | -5.7% | +29.6% | +28.5% |
| 30D | +27.8% | -3.1% | +30.9% | +29.6% |
| 3M | +3.7% | +15.6% | -11.9% | -12.0% |
| 6M | +78.0% | +20.8% | +57.2% | +42.6% |
| YTD | +209.9% | +4.7% | +205.2% | +176.2% |
| 1Y | +389.6% | -8.3% | +397.9% | +381.8% |
| 3Y | +1,730.6% | +13.6% | +1,717.0% | +1,316.5% |
| 5Y | +1,227.8% | +45.0% | +1,182.8% | +732.6% |
| All | +977.1% | +129.6% | +847.5% | +357.3% |
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