-8.5%
BX vs ADP
+20.3%
-28.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +5.2% |
| 7D | +8.3% | +6.4% | +1.9% | +5.7% |
| 30D | +13.5% | +16.6% | -3.1% | +7.2% |
| 3M | -7.6% | +12.9% | -20.5% | -11.6% |
| 6M | +4.0% | +45.7% | -41.6% | -9.7% |
| YTD | -15.2% | +20.6% | -35.8% | -16.6% |
| 1Y | -8.5% | +20.5% | -29.0% | -10.4% |
| All | -8.5% | +20.3% | -28.8% | -10.4% |
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