+6.5%
ABNB vs ADP
+47.6%
-41.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -1.7% |
| 7D | -4.4% | -5.5% | +1.1% | -0.6% |
| 30D | -2.0% | -1.2% | -0.7% | -1.1% |
| 3M | +29.8% | +17.9% | +12.0% | +15.2% |
| 6M | +31.0% | +20.3% | +10.7% | +13.9% |
| YTD | +28.6% | +5.8% | +22.8% | +22.9% |
| 1Y | +40.1% | -7.7% | +47.8% | +48.0% |
| 3Y | +19.7% | +14.7% | +5.0% | +4.9% |
| 5Y | +6.5% | +45.8% | -39.3% | -23.6% |
| All | +6.5% | +47.6% | -41.1% | -23.6% |
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 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