+569.2%
BKR vs ADP
+10,707.5%
-10,138.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.1% | +2.2% |
| 7D | +0.4% | -5.5% | +5.9% | +2.9% |
| 30D | +3.9% | -1.2% | +5.1% | +4.2% |
| 3M | -1.1% | +17.9% | -18.9% | -9.1% |
| 6M | +7.6% | +20.3% | -12.7% | -2.9% |
| YTD | +41.9% | +5.8% | +36.1% | +35.1% |
| 1Y | +42.2% | -7.7% | +50.0% | +43.9% |
| 3Y | +84.3% | +14.7% | +69.5% | +67.6% |
| 5Y | +215.7% | +45.8% | +169.9% | +152.7% |
| 10Y | +130.9% | +270.5% | -139.6% | +23.7% |
| All | +569.2% | +10,707.5% | -10,138.3% | +34.3% |
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