+680.0%
BX vs ADP
+319.4%
+360.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -2.8% | +0.9% | -3.8% | -3.5% |
| 30D | +7.3% | +11.9% | -4.6% | -0.8% |
| 3M | -16.3% | +13.7% | -30.0% | -23.6% |
| 6M | +2.5% | +46.8% | -44.3% | -22.7% |
| YTD | -17.6% | +21.8% | -39.3% | -29.4% |
| 1Y | -12.4% | +23.5% | -35.9% | -25.8% |
| 3Y | +36.2% | +44.1% | -7.9% | +3.2% |
| 5Y | +3.0% | +49.9% | -46.9% | -23.7% |
| 10Y | +680.0% | +318.8% | +361.2% | +205.5% |
| All | +680.0% | +319.4% | +360.6% | +205.5% |
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