+234.1%
ABT vs ADP
+322.2%
-88.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -1.3% | +2.2% | -3.5% | -2.3% |
| 30D | +6.0% | +10.6% | -4.5% | +1.2% |
| 3M | -1.9% | +12.9% | -14.8% | -7.4% |
| 6M | +31.2% | +50.6% | -19.5% | +8.0% |
| YTD | -11.2% | +23.2% | -34.4% | -20.3% |
| 1Y | -14.0% | +25.3% | -39.2% | -23.4% |
| 3Y | +20.7% | +47.1% | -26.5% | -1.9% |
| 5Y | -6.7% | +50.1% | -56.7% | -26.1% |
| All | +234.1% | +322.2% | -88.0% | +75.7% |
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