-7.7%
ADP vs BAH
-27.4%
+19.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.2% |
| 7D | -5.5% | -4.3% | -1.1% | -4.3% |
| 30D | -1.2% | -4.5% | +3.2% | 0.0% |
| 3M | +17.9% | -7.6% | +25.5% | +19.5% |
| 6M | +20.3% | -10.6% | +30.9% | +22.6% |
| YTD | +5.8% | -12.6% | +18.4% | +7.5% |
| 1Y | -7.7% | -27.0% | +19.3% | -4.3% |
| All | -7.7% | -27.4% | +19.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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