+10,816.5%
ADP vs BAX
+900.4%
+9,916.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | +2.8% | -5.5% | +8.2% | +4.5% |
| 3M | +20.9% | +33.5% | -12.6% | +10.2% |
| 6M | +29.9% | +35.9% | -6.0% | +16.7% |
| YTD | +9.6% | +35.4% | -25.7% | -2.2% |
| 1Y | -5.3% | +9.8% | -15.0% | -10.5% |
| 3Y | +16.5% | -32.7% | +49.2% | +23.3% |
| 5Y | +49.4% | -65.6% | +115.0% | +93.3% |
| 10Y | +282.2% | -34.9% | +317.1% | +298.5% |
| All | +10,816.5% | +900.4% | +9,916.1% | +4,682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling