+135.1%
BAC vs ADP
+16.9%
+118.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | +1.1% | -3.4% | +4.5% | +2.2% |
| 30D | -0.4% | +2.8% | -3.2% | -1.4% |
| 3M | +16.9% | +20.9% | -4.0% | +8.8% |
| 6M | +26.6% | +29.9% | -3.3% | +14.3% |
| YTD | +15.8% | +9.6% | +6.1% | +12.7% |
| 1Y | +27.2% | -5.3% | +32.4% | +33.0% |
| All | +135.1% | +16.9% | +118.2% | +122.6% |
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 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