+593.0%
BE vs ADP
+164.3%
+428.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +4.2% |
| 7D | -14.7% | +3.2% | -18.0% | -16.8% |
| 30D | -40.5% | +14.9% | -55.4% | -46.6% |
| 3M | -24.3% | +11.6% | -36.0% | -31.5% |
| 6M | -39.3% | +48.5% | -87.8% | -58.7% |
| YTD | +99.4% | +20.6% | +78.8% | +58.8% |
| 1Y | +26.6% | +23.7% | +2.9% | -2.2% |
| 3Y | +1,616.9% | +47.8% | +1,569.2% | +951.0% |
| 5Y | +441.4% | +47.7% | +393.7% | +239.8% |
| All | +593.0% | +164.3% | +428.6% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling