+111.5%
AAPL vs ADP
+52.9%
+58.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.5% |
| 7D | +0.1% | -3.4% | +3.5% | +1.8% |
| 30D | +3.0% | +2.8% | +0.2% | +1.5% |
| 3M | +2.9% | +20.9% | -18.0% | -7.0% |
| 6M | +22.1% | +29.9% | -7.8% | +5.4% |
| YTD | +18.0% | +9.6% | +8.4% | +12.2% |
| 1Y | +33.9% | -5.3% | +39.2% | +39.1% |
| 3Y | +71.2% | +16.5% | +54.7% | +54.1% |
| All | +111.5% | +52.9% | +58.6% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling