+24.3%
BX vs ADP
+47.6%
-23.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | +1.0% |
| 7D | -2.0% | -5.5% | +3.5% | +2.3% |
| 30D | -2.3% | -1.2% | -1.1% | -1.4% |
| 3M | +18.5% | +17.9% | +0.7% | +3.1% |
| 6M | +23.7% | +20.3% | +3.4% | +4.9% |
| YTD | -10.4% | +5.8% | -16.2% | -15.0% |
| 1Y | -19.6% | -7.7% | -11.8% | -14.1% |
| 3Y | +30.8% | +14.7% | +16.1% | +13.6% |
| 5Y | +24.3% | +45.8% | -21.4% | -15.0% |
| All | +24.3% | +47.6% | -23.2% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling