+228.6%
ABT vs ADP
+319.4%
-90.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -5.4% | +0.9% | -6.3% | -5.8% |
| 30D | +8.0% | +11.9% | -3.9% | +2.5% |
| 3M | +0.2% | +13.7% | -13.5% | -5.8% |
| 6M | +34.1% | +46.8% | -12.6% | +11.8% |
| YTD | -10.6% | +21.8% | -32.4% | -19.3% |
| 1Y | -11.8% | +23.5% | -35.3% | -21.0% |
| 3Y | +23.9% | +44.1% | -20.2% | +1.7% |
| 5Y | -5.1% | +49.9% | -55.0% | -24.8% |
| 10Y | +228.6% | +318.8% | -90.2% | +75.8% |
| All | +228.6% | +319.4% | -90.8% | +75.8% |
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