+132.9%
ADBE vs ADP
+319.4%
-186.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | 0.0% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | +1.0% | +11.6% | -10.6% | -6.6% |
| 3M | -7.8% | +15.1% | -22.9% | -16.4% |
| 6M | -1.0% | +46.0% | -47.0% | -23.6% |
| YTD | -31.8% | +22.4% | -54.2% | -40.7% |
| 1Y | -29.2% | +24.5% | -53.7% | -39.2% |
| 3Y | -60.1% | +44.8% | -104.9% | -69.4% |
| 5Y | -63.7% | +49.1% | -112.8% | -72.8% |
| All | +132.9% | +319.4% | -186.5% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling