+399.1%
BAC vs ADP
+285.0%
+114.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.2% |
| 7D | +1.1% | -3.4% | +4.5% | +3.2% |
| 30D | -0.4% | +2.8% | -3.2% | -2.2% |
| 3M | +16.9% | +20.9% | -4.0% | +3.1% |
| 6M | +26.6% | +29.9% | -3.3% | +5.7% |
| YTD | +15.8% | +9.6% | +6.1% | +7.3% |
| 1Y | +27.2% | -5.3% | +32.4% | +29.1% |
| 3Y | +132.4% | +16.5% | +115.9% | +103.5% |
| 5Y | +72.6% | +49.4% | +23.2% | +24.0% |
| All | +399.1% | +285.0% | +114.1% | +125.0% |
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