-3.4%
ABT vs ADP
+48.1%
-51.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | +11.6% | +11.5% | +0.1% | +6.6% |
| 3M | +3.1% | +12.0% | -8.9% | -1.9% |
| 6M | +32.8% | +43.8% | -11.0% | +13.5% |
| YTD | -9.6% | +20.1% | -29.7% | -16.5% |
| 1Y | -10.4% | +22.3% | -32.7% | -18.0% |
| 3Y | +25.8% | +43.3% | -17.5% | +4.7% |
| 5Y | -3.4% | +47.3% | -50.8% | -23.4% |
| All | -3.4% | +48.1% | -51.5% | -23.4% |
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