-23.1%
BA vs ADP
+49.8%
-72.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.1% |
| 7D | -0.1% | +7.4% | -7.4% | -3.2% |
| 30D | -9.1% | +17.1% | -26.2% | -15.4% |
| 3M | -28.2% | +14.4% | -42.6% | -32.6% |
| 6M | -23.1% | +47.9% | -71.0% | -37.1% |
| YTD | -20.6% | +22.1% | -42.6% | -27.9% |
| 1Y | -12.7% | +21.8% | -34.5% | -20.7% |
| 3Y | -11.6% | +50.5% | -62.0% | -31.8% |
| 5Y | -23.1% | +49.6% | -72.7% | -43.7% |
| All | -23.1% | +49.8% | -72.9% | -43.7% |
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