-16.6%
BX vs ADP
-4.5%
-12.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -4.4% | -3.4% | -1.0% | -3.2% |
| 30D | +0.1% | +2.8% | -2.7% | -0.9% |
| 3M | +16.0% | +20.9% | -4.9% | +8.1% |
| 6M | +21.6% | +29.9% | -8.3% | +10.0% |
| YTD | -8.9% | +9.6% | -18.5% | -9.5% |
| 1Y | -16.6% | -5.3% | -11.3% | -13.0% |
| All | -16.6% | -4.5% | -12.1% | -13.0% |
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