+14.5%
ABT vs ADP
+18.2%
-3.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -3.7% | -3.4% | -0.3% | -2.7% |
| 30D | +2.5% | +2.8% | -0.3% | +1.6% |
| 3M | +20.2% | +20.9% | -0.7% | +13.6% |
| 6M | -2.9% | +29.9% | -32.8% | -9.9% |
| YTD | -11.9% | +9.6% | -21.6% | -13.5% |
| 1Y | -16.5% | -5.3% | -11.3% | -13.6% |
| All | +14.5% | +18.2% | -3.6% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling