+635.8%
BX vs ADP
+322.2%
+313.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.9% |
| 7D | +0.6% | +2.2% | -1.6% | -0.9% |
| 30D | +14.2% | +10.6% | +3.7% | +6.6% |
| 3M | -18.7% | +12.9% | -31.7% | -25.4% |
| 6M | +2.5% | +50.6% | -48.2% | -24.1% |
| YTD | -18.8% | +23.2% | -42.0% | -31.0% |
| 1Y | -10.3% | +25.3% | -35.6% | -24.8% |
| 3Y | +35.4% | +47.1% | -11.7% | +1.1% |
| 5Y | +0.3% | +50.1% | -49.8% | -25.8% |
| All | +635.8% | +322.2% | +313.7% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling