+1,462.0%
BA vs ADP
+12,367.0%
-10,905.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.2% |
| 7D | -0.1% | +7.4% | -7.4% | -3.7% |
| 30D | -9.1% | +17.1% | -26.2% | -16.3% |
| 3M | -28.2% | +14.4% | -42.6% | -33.3% |
| 6M | -23.1% | +47.9% | -71.0% | -38.3% |
| YTD | -20.6% | +22.1% | -42.6% | -30.3% |
| 1Y | -12.7% | +21.8% | -34.5% | -23.4% |
| 3Y | -11.6% | +50.5% | -62.0% | -31.3% |
| 5Y | -23.1% | +49.6% | -72.7% | -40.4% |
| 10Y | +34.4% | +329.3% | -294.9% | -34.7% |
| All | +1,462.0% | +12,367.0% | -10,905.1% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling