+1,306.6%
AAPL vs ADP
+315.9%
+990.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | +5.0% | +3.2% | +1.8% | +3.3% |
| 30D | +3.5% | +12.8% | -9.2% | -3.2% |
| 3M | +13.1% | +12.3% | +0.7% | +5.7% |
| 6M | +19.0% | +45.4% | -26.4% | -4.4% |
| YTD | +28.5% | +21.4% | +7.1% | +13.4% |
| 1Y | +29.7% | +23.7% | +6.0% | +13.0% |
| 3Y | +89.2% | +43.6% | +45.6% | +48.8% |
| 5Y | +141.2% | +48.7% | +92.5% | +84.0% |
| 10Y | +1,306.6% | +316.1% | +990.5% | +620.6% |
| All | +1,306.6% | +315.9% | +990.7% | +620.6% |
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