-22.4%
BX vs ADP
-8.7%
-13.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.3% |
| 7D | -5.7% | -5.7% | 0.0% | -3.6% |
| 30D | -8.9% | -3.1% | -5.8% | -7.8% |
| 3M | +8.4% | +15.6% | -7.2% | +2.6% |
| 6M | +18.9% | +20.8% | -1.9% | +11.2% |
| YTD | -13.6% | +4.7% | -18.4% | -12.7% |
| 1Y | -22.4% | -8.3% | -14.2% | -18.2% |
| All | -22.4% | -8.7% | -13.8% | -18.2% |
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