+668.7%
BX vs ADP
+270.4%
+398.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.0% |
| 7D | -5.7% | -5.7% | 0.0% | -1.8% |
| 30D | -8.9% | -3.1% | -5.8% | -6.9% |
| 3M | +8.4% | +15.6% | -7.2% | -2.9% |
| 6M | +18.9% | +20.8% | -1.9% | +2.3% |
| YTD | -13.6% | +4.7% | -18.4% | -17.7% |
| 1Y | -22.4% | -8.3% | -14.2% | -18.9% |
| 3Y | +26.0% | +13.6% | +12.5% | +12.6% |
| 5Y | +18.8% | +45.0% | -26.2% | -9.1% |
| 10Y | +668.7% | +279.0% | +389.8% | +280.0% |
| All | +668.7% | +270.4% | +398.3% | +280.0% |
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 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