+94.9%
AAPL vs ADP
+43.3%
+51.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.5% |
| 7D | +3.7% | +1.1% | +2.6% | +3.3% |
| 30D | +4.2% | +11.5% | -7.3% | +1.0% |
| 3M | +12.0% | +12.0% | 0.0% | +8.3% |
| 6M | +19.8% | +43.8% | -24.0% | +7.1% |
| YTD | +29.3% | +20.1% | +9.3% | +24.6% |
| 1Y | +31.1% | +22.3% | +8.8% | +25.0% |
| 3Y | +94.9% | +43.3% | +51.6% | +88.5% |
| All | +94.9% | +43.3% | +51.5% | +88.5% |
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