+28.4%
BKR vs ADP
-5.9%
+34.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -6.6% |
| 7D | -6.7% | -5.7% | -0.9% | -7.3% |
| 30D | -8.3% | -1.4% | -7.0% | -8.5% |
| 3M | -5.4% | +16.6% | -22.0% | -3.8% |
| 6M | +0.8% | +24.9% | -24.1% | +3.3% |
| YTD | +31.8% | +5.6% | +26.3% | +36.8% |
| All | +28.4% | -5.9% | +34.3% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling