-25.9%
ADBE vs ADP
+20.3%
-46.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.6% | -1.4% |
| 7D | -0.5% | +6.4% | -6.9% | -6.1% |
| 30D | +4.1% | +16.6% | -12.6% | -9.7% |
| 3M | -3.5% | +12.9% | -16.4% | -13.4% |
| 6M | -2.2% | +45.7% | -47.8% | -27.7% |
| YTD | -29.0% | +20.6% | -49.7% | -35.7% |
| 1Y | -25.9% | +20.5% | -46.4% | -33.0% |
| All | -25.9% | +20.3% | -46.2% | -33.0% |
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