+882.1%
BX vs ADP
+1,041.5%
-159.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.2% |
| 7D | +3.3% | +1.1% | +2.2% | +2.3% |
| 30D | +9.6% | +11.5% | -1.9% | -0.6% |
| 3M | -8.7% | +12.0% | -20.7% | -17.7% |
| 6M | +2.2% | +43.8% | -41.6% | -27.7% |
| YTD | -16.2% | +20.1% | -36.3% | -31.0% |
| 1Y | -11.5% | +22.3% | -33.8% | -28.4% |
| 3Y | +41.0% | +43.3% | -2.3% | -2.4% |
| 5Y | +1.1% | +47.3% | -46.3% | -32.1% |
| 10Y | +710.1% | +313.7% | +396.4% | +68.2% |
| All | +882.1% | +1,041.5% | -159.4% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling