+122,851.5%
AAPL vs ADP
+11,097.1%
+111,754.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.4% |
| 7D | +0.1% | -3.4% | +3.5% | +1.9% |
| 30D | +3.0% | +2.8% | +0.2% | +1.5% |
| 3M | +2.9% | +20.9% | -18.0% | -7.1% |
| 6M | +22.1% | +29.9% | -7.8% | +5.1% |
| YTD | +18.0% | +9.6% | +8.4% | +10.5% |
| 1Y | +33.9% | -5.3% | +39.2% | +34.8% |
| 3Y | +71.2% | +16.5% | +54.7% | +53.0% |
| 5Y | +112.6% | +49.4% | +63.2% | +66.8% |
| 10Y | +1,198.8% | +282.2% | +916.6% | +517.6% |
| All | +122,851.5% | +11,097.1% | +111,754.4% | +9,366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling