+156.4%
ADBE vs ADP
+270.4%
-114.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | -8.9% | -5.7% | -3.2% | -4.9% |
| 30D | -6.6% | -3.1% | -3.5% | -4.2% |
| 3M | +7.1% | +15.6% | -8.5% | -2.5% |
| 6M | -9.8% | +20.8% | -30.6% | -20.5% |
| YTD | -27.2% | +4.7% | -31.9% | -29.2% |
| 1Y | -28.0% | -8.3% | -19.7% | -23.3% |
| 3Y | -54.5% | +13.6% | -68.1% | -58.7% |
| 5Y | -61.5% | +45.0% | -106.5% | -70.3% |
| 10Y | +156.4% | +279.0% | -122.5% | +16.3% |
| All | +156.4% | +270.4% | -114.0% | +16.3% |
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