-28.0%
ADBE vs ADP
+24.1%
-52.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.3% |
| 7D | -3.8% | +3.2% | -7.0% | -6.6% |
| 30D | -2.3% | +12.8% | -15.1% | -12.6% |
| 3M | -13.3% | +12.3% | -25.6% | -21.8% |
| 6M | -6.5% | +45.4% | -51.9% | -30.9% |
| YTD | -32.4% | +21.4% | -53.8% | -38.8% |
| 1Y | -28.0% | +23.7% | -51.7% | -36.6% |
| All | -28.0% | +24.1% | -52.1% | -36.6% |
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