+319.9%
ADP vs BAX
-35.8%
+355.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +10.6% | +4.1% | +6.5% | +9.1% |
| 3M | +12.9% | -4.5% | +17.5% | +13.9% |
| 6M | +50.6% | +49.2% | +1.4% | +33.7% |
| YTD | +23.2% | +35.2% | -12.1% | +10.8% |
| 1Y | +25.3% | +38.3% | -13.0% | +11.8% |
| 3Y | +47.1% | -19.0% | +66.2% | +47.5% |
| 5Y | +50.1% | -64.2% | +114.2% | +107.9% |
| All | +319.9% | -35.8% | +355.7% | +434.7% |
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