+25.1%
BX vs ADP
+13.6%
+11.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.1% |
| 7D | -5.7% | -5.7% | 0.0% | -2.6% |
| 30D | -8.9% | -3.1% | -5.8% | -7.3% |
| 3M | +8.4% | +15.6% | -7.2% | -0.9% |
| 6M | +18.9% | +20.8% | -1.9% | +5.5% |
| YTD | -13.6% | +4.7% | -18.4% | -15.1% |
| 1Y | -22.4% | -8.3% | -14.2% | -16.1% |
| All | +25.1% | +13.6% | +11.5% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling