-9.9%
ABT vs ADP
+47.6%
-57.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.1% |
| 7D | -3.1% | -5.5% | +2.3% | -0.8% |
| 30D | -2.1% | -1.2% | -0.9% | -1.7% |
| 3M | +17.4% | +17.9% | -0.4% | +9.5% |
| 6M | -2.4% | +20.3% | -22.7% | -10.0% |
| YTD | -14.2% | +5.8% | -20.0% | -16.3% |
| 1Y | -18.3% | -7.7% | -10.6% | -15.0% |
| 3Y | +11.5% | +14.7% | -3.2% | +3.1% |
| 5Y | -9.9% | +45.8% | -55.7% | -27.7% |
| All | -9.9% | +47.6% | -57.4% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling