+28.1%
BA vs ADP
+327.9%
-299.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.7% | +1.1% | -2.8% | -2.5% |
| 30D | -9.5% | +11.5% | -21.0% | -16.5% |
| 3M | -26.5% | +12.0% | -38.5% | -32.8% |
| 6M | -27.4% | +43.8% | -71.2% | -46.1% |
| YTD | -20.6% | +20.1% | -40.7% | -33.2% |
| 1Y | -11.4% | +22.3% | -33.7% | -26.8% |
| 3Y | -10.8% | +43.3% | -54.1% | -37.4% |
| 5Y | -21.9% | +47.3% | -69.3% | -48.1% |
| 10Y | +28.1% | +313.7% | -285.6% | -54.6% |
| All | +28.1% | +327.9% | -299.7% | -54.6% |
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