-14.0%
ABT vs ADP
+26.1%
-40.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.3% | +2.2% | -3.5% | -1.8% |
| 30D | +6.0% | +10.6% | -4.5% | +3.4% |
| 3M | -1.9% | +12.9% | -14.8% | -4.8% |
| 6M | +31.2% | +50.6% | -19.5% | +22.3% |
| YTD | -11.2% | +23.2% | -34.4% | -14.8% |
| 1Y | -14.0% | +25.3% | -39.2% | -18.6% |
| All | -14.0% | +26.1% | -40.1% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling