+1,076.1%
BE vs ADP
+49.8%
+1,026.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.4% | +8.2% |
| 7D | +20.0% | -3.4% | +23.4% | +21.6% |
| 30D | +7.9% | +2.8% | +5.1% | +6.3% |
| 3M | -13.2% | +20.9% | -34.1% | -24.0% |
| 6M | +53.5% | +29.9% | +23.6% | +25.1% |
| YTD | +191.0% | +9.6% | +181.4% | +168.2% |
| 1Y | +360.5% | -5.3% | +365.8% | +374.3% |
| 3Y | +1,568.0% | +16.5% | +1,551.5% | +1,227.4% |
| All | +1,076.1% | +49.8% | +1,026.4% | +570.1% |
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