-22.6%
ADBE vs ADP
-4.5%
-18.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -4.8% |
| 7D | -8.6% | -3.4% | -5.1% | -5.6% |
| 30D | +2.8% | +2.8% | 0.0% | +0.7% |
| 3M | +3.1% | +20.9% | -17.8% | -10.8% |
| 6M | -2.4% | +29.9% | -32.3% | -19.8% |
| YTD | -23.9% | +9.6% | -33.5% | -26.8% |
| 1Y | -22.6% | -5.3% | -17.3% | -20.5% |
| All | -22.6% | -4.5% | -18.1% | -20.5% |
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