+47.8%
ADP vs BAH
-26.3%
+74.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.4% |
| 7D | +3.2% | -3.5% | +6.8% | +4.0% |
| 30D | +14.9% | +24.3% | -9.3% | +10.1% |
| 3M | +11.6% | +16.3% | -4.7% | +8.3% |
| 6M | +48.5% | +13.6% | +34.9% | +43.9% |
| YTD | +20.6% | +3.5% | +17.1% | +18.1% |
| 1Y | +23.7% | +2.7% | +21.0% | +21.2% |
| 3Y | +47.8% | -26.6% | +74.4% | +46.4% |
| All | +47.8% | -26.3% | +74.1% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling