+73.5%
BA vs ADP
+285.1%
-211.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +2.3% |
| 7D | +1.2% | -3.4% | +4.6% | +3.7% |
| 30D | -11.6% | +2.8% | -14.4% | -13.7% |
| 3M | -2.4% | +20.9% | -23.3% | -16.6% |
| 6M | -6.6% | +29.9% | -36.5% | -25.8% |
| YTD | -2.2% | +9.6% | -11.9% | -11.8% |
| 1Y | -8.0% | -5.3% | -2.8% | -6.8% |
| 3Y | -5.0% | +16.5% | -21.5% | -21.3% |
| 5Y | -2.7% | +49.4% | -52.1% | -37.1% |
| All | +73.5% | +285.1% | -211.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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