+171.6%
BKR vs ADP
+47.2%
+124.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -7.0% | -3.4% | -3.6% | -6.0% |
| 30D | -8.1% | -0.4% | -7.7% | -8.2% |
| 3M | -6.6% | +19.7% | -26.3% | -13.0% |
| 6M | +0.9% | +27.9% | -27.1% | -8.9% |
| YTD | +31.1% | +5.9% | +25.1% | +28.3% |
| 1Y | +27.7% | -7.5% | +35.2% | +33.1% |
| 3Y | +71.2% | +15.4% | +55.8% | +61.8% |
| All | +171.6% | +47.2% | +124.4% | +134.8% |
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