+532.2%
BE vs ADP
+49.5%
+482.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.1% |
| 7D | +10.8% | +2.2% | +8.7% | +10.1% |
| 30D | -19.8% | +10.6% | -30.3% | -23.0% |
| 3M | -18.7% | +12.9% | -31.6% | -23.1% |
| 6M | -33.7% | +50.6% | -84.4% | -49.2% |
| YTD | +121.0% | +23.2% | +97.8% | +93.5% |
| 1Y | +85.4% | +25.3% | +60.1% | +59.0% |
| 3Y | +1,709.5% | +47.1% | +1,662.4% | +1,084.5% |
| All | +532.2% | +49.5% | +482.7% | +291.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling