+279.0%
ADP vs BAX
-37.8%
+316.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -5.7% | -5.1% | -0.6% | -4.3% |
| 30D | -3.1% | -12.2% | +9.1% | +0.4% |
| 3M | +15.6% | +21.8% | -6.2% | +9.1% |
| 6M | +20.8% | +36.3% | -15.5% | +9.7% |
| YTD | +4.7% | +27.8% | -23.1% | -4.0% |
| 1Y | -8.3% | -0.1% | -8.2% | -10.1% |
| 3Y | +13.6% | -33.3% | +46.9% | +21.7% |
| 5Y | +45.0% | -67.1% | +112.1% | +106.3% |
| 10Y | +279.0% | -36.9% | +315.9% | +359.8% |
| All | +279.0% | -37.8% | +316.8% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BAX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling