+1,237.1%
AAPL vs ADP
+270.4%
+966.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | -3.0% | -5.7% | +2.7% | +0.1% |
| 30D | +2.3% | -3.1% | +5.4% | +3.9% |
| 3M | +8.6% | +15.6% | -7.0% | -0.3% |
| 6M | +21.6% | +20.8% | +0.8% | +7.8% |
| YTD | +16.3% | +4.7% | +11.6% | +11.5% |
| 1Y | +35.1% | -8.3% | +43.3% | +39.6% |
| 3Y | +79.4% | +13.6% | +65.8% | +61.0% |
| 5Y | +109.8% | +45.0% | +64.8% | +62.1% |
| 10Y | +1,237.1% | +279.0% | +958.1% | +627.6% |
| All | +1,237.1% | +270.4% | +966.6% | +627.6% |
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