-22.4%
BA vs ADP
+49.9%
-72.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -0.6% | +0.3% | -0.8% | -0.7% |
| 30D | -8.0% | +11.6% | -19.6% | -12.5% |
| 3M | -25.8% | +15.1% | -40.9% | -30.6% |
| 6M | -27.6% | +46.0% | -73.6% | -40.3% |
| YTD | -21.0% | +22.4% | -43.4% | -28.3% |
| 1Y | -12.3% | +24.5% | -36.7% | -21.4% |
| 3Y | -12.8% | +44.8% | -57.6% | -30.9% |
| 5Y | -22.4% | +49.1% | -71.4% | -42.7% |
| All | -22.4% | +49.9% | -72.3% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling