+96.6%
BAC vs ADP
+44.7%
+51.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.9% | +0.9% | -2.8% | -2.1% |
| 30D | -7.2% | +11.9% | -19.1% | -10.3% |
| 3M | -20.4% | +13.7% | -34.2% | -23.6% |
| 6M | +1.3% | +46.8% | -45.5% | -12.3% |
| YTD | -6.4% | +21.8% | -28.2% | -11.4% |
| 1Y | -3.5% | +23.5% | -27.0% | -9.5% |
| All | +96.6% | +44.7% | +51.8% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling