+47.8%
ADP vs BAX
-19.9%
+67.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +3.2% | +12.1% | -8.9% | +1.7% |
| 30D | +14.9% | +7.6% | +7.3% | +13.7% |
| 3M | +11.6% | -4.5% | +16.1% | +12.1% |
| 6M | +48.5% | +52.0% | -3.6% | +41.1% |
| YTD | +20.6% | +35.1% | -14.6% | +15.8% |
| 1Y | +23.7% | +43.7% | -20.0% | +17.9% |
| 3Y | +47.8% | -20.9% | +68.7% | +52.0% |
| All | +47.8% | -19.9% | +67.7% | +52.0% |
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