+263.2%
BAC vs ADP
+318.0%
-54.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | 0.0% |
| 7D | -1.2% | +3.2% | -4.4% | -3.0% |
| 30D | -7.7% | +14.9% | -22.6% | -15.2% |
| 3M | -21.2% | +11.6% | -32.8% | -26.7% |
| 6M | -6.8% | +48.5% | -55.3% | -28.2% |
| YTD | -8.7% | +20.6% | -29.3% | -20.5% |
| 1Y | -5.3% | +23.7% | -29.0% | -18.9% |
| 3Y | +87.4% | +47.8% | +39.7% | +40.8% |
| 5Y | +18.9% | +47.7% | -28.8% | -13.4% |
| All | +263.2% | +318.0% | -54.8% | +62.6% |
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