+31.8%
BA vs ADP
+318.0%
-286.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.4% |
| 7D | +1.1% | +3.2% | -2.2% | -1.3% |
| 30D | -7.9% | +14.9% | -22.8% | -17.0% |
| 3M | -25.3% | +11.6% | -36.9% | -31.5% |
| 6M | -24.6% | +48.5% | -73.0% | -45.4% |
| YTD | -20.1% | +20.6% | -40.7% | -33.0% |
| 1Y | -11.8% | +23.7% | -35.4% | -27.7% |
| 3Y | -10.1% | +47.8% | -57.9% | -38.5% |
| 5Y | -22.7% | +47.7% | -70.5% | -48.8% |
| All | +31.8% | +318.0% | -286.2% | -52.4% |
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