+313.7%
ADP vs BAX
-35.6%
+349.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | +1.1% | +9.0% | -7.9% | -1.3% |
| 30D | +11.5% | +8.5% | +3.1% | +8.8% |
| 3M | +12.0% | -4.1% | +16.1% | +12.9% |
| 6M | +43.8% | +46.9% | -3.1% | +28.3% |
| YTD | +20.1% | +38.4% | -18.3% | +7.4% |
| 1Y | +22.3% | +47.0% | -24.7% | +7.3% |
| 3Y | +43.3% | -14.9% | +58.2% | +41.3% |
| 5Y | +47.3% | -62.5% | +109.9% | +100.3% |
| 10Y | +313.7% | -33.9% | +347.6% | +424.2% |
| All | +313.7% | -35.6% | +349.3% | +424.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling