+11,904.6%
ADP vs BAX
+898.9%
+11,005.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | +3.2% | +12.1% | -8.9% | -0.4% |
| 30D | +14.9% | +7.6% | +7.3% | +12.0% |
| 3M | +11.6% | -4.5% | +16.1% | +12.7% |
| 6M | +48.5% | +52.0% | -3.6% | +29.4% |
| YTD | +20.6% | +35.1% | -14.6% | +7.2% |
| 1Y | +23.7% | +43.7% | -20.0% | +7.7% |
| 3Y | +47.8% | -20.9% | +68.7% | +48.4% |
| 5Y | +47.7% | -63.5% | +111.3% | +87.0% |
| 10Y | +324.0% | -36.0% | +360.0% | +342.9% |
| All | +11,904.6% | +898.9% | +11,005.7% | +5,141.1% |
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