+1,012.5%
ADP vs BAH
+1,056.2%
-43.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.1% |
| 7D | +3.2% | -3.5% | +6.8% | +4.4% |
| 30D | +14.9% | +24.3% | -9.3% | +7.5% |
| 3M | +11.6% | +16.3% | -4.7% | +6.3% |
| 6M | +48.5% | +13.6% | +34.9% | +41.8% |
| YTD | +20.6% | +3.5% | +17.1% | +17.4% |
| 1Y | +23.7% | +2.7% | +21.0% | +20.4% |
| 3Y | +47.8% | -26.6% | +74.4% | +52.1% |
| 5Y | +47.7% | +8.5% | +39.2% | +31.0% |
| 10Y | +324.0% | +225.1% | +98.9% | +176.0% |
| All | +1,012.5% | +1,056.2% | -43.8% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling