+6,642.4%
ABT vs ADP
+11,097.1%
-4,454.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | -3.7% | -3.4% | -0.3% | -2.5% |
| 30D | +2.5% | +2.8% | -0.3% | +1.4% |
| 3M | +20.2% | +20.9% | -0.7% | +12.0% |
| 6M | -2.9% | +29.9% | -32.8% | -12.3% |
| YTD | -11.9% | +9.6% | -21.6% | -15.6% |
| 1Y | -16.5% | -5.3% | -11.3% | -15.8% |
| 3Y | +12.1% | +16.5% | -4.4% | +4.1% |
| 5Y | -7.4% | +49.4% | -56.8% | -21.8% |
| 10Y | +210.7% | +282.2% | -71.5% | +86.5% |
| All | +6,642.4% | +11,097.1% | -4,454.7% | +1,110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling