+201.2%
ABT vs ADP
+282.5%
-81.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -5.0% | -5.7% | +0.7% | -2.4% |
| 30D | -5.8% | -1.4% | -4.4% | -5.3% |
| 3M | +16.7% | +16.6% | +0.2% | +8.5% |
| 6M | -5.2% | +24.9% | -30.2% | -15.2% |
| YTD | -16.0% | +5.6% | -21.6% | -18.9% |
| 1Y | -18.3% | -6.0% | -12.2% | -16.6% |
| 3Y | +9.2% | +14.5% | -5.2% | -0.2% |
| 5Y | -11.6% | +47.9% | -59.4% | -29.7% |
| All | +201.2% | +282.5% | -81.3% | +64.2% |
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