+23.3%
BA vs ADP
+322.2%
-298.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -1.1% | +2.2% | -3.3% | -2.6% |
| 30D | -7.1% | +10.6% | -17.7% | -13.8% |
| 3M | -25.5% | +12.9% | -38.5% | -32.3% |
| 6M | -28.7% | +50.6% | -79.4% | -48.8% |
| YTD | -21.0% | +23.2% | -44.2% | -34.8% |
| 1Y | -11.9% | +25.3% | -37.1% | -28.4% |
| 3Y | -16.2% | +47.1% | -63.3% | -42.2% |
| 5Y | -22.4% | +50.1% | -72.4% | -49.0% |
| All | +23.3% | +322.2% | -298.8% | -56.9% |
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