+127.4%
ADBE vs ADP
+315.9%
-188.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.1% |
| 7D | -3.8% | +3.2% | -7.0% | -6.0% |
| 30D | -2.3% | +12.8% | -15.1% | -10.3% |
| 3M | -13.3% | +12.3% | -25.6% | -20.0% |
| 6M | -6.5% | +45.4% | -51.9% | -27.6% |
| YTD | -32.4% | +21.4% | -53.8% | -40.9% |
| 1Y | -28.0% | +23.7% | -51.7% | -37.8% |
| 3Y | -60.4% | +43.6% | -104.0% | -69.4% |
| 5Y | -63.4% | +48.7% | -112.2% | -72.6% |
| 10Y | +127.4% | +316.1% | -188.7% | -6.2% |
| All | +127.4% | +315.9% | -188.4% | -6.2% |
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 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