+18.5%
ADP vs BAX
-31.1%
+49.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -3.4% | -1.1% | -2.3% | -3.3% |
| 30D | +2.8% | -5.5% | +8.2% | +3.5% |
| 3M | +20.9% | +33.5% | -12.6% | +16.7% |
| 6M | +29.9% | +35.9% | -6.0% | +25.0% |
| YTD | +9.6% | +35.4% | -25.7% | +5.4% |
| 1Y | -5.3% | +9.8% | -15.0% | -6.9% |
| All | +18.5% | -31.1% | +49.6% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling