-28.5%
ADBE vs ADP
+25.3%
-53.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.1% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | +1.0% | +11.6% | -10.6% | -8.8% |
| 3M | -7.8% | +15.1% | -22.9% | -18.7% |
| 6M | -1.0% | +46.0% | -47.0% | -27.2% |
| YTD | -31.8% | +22.4% | -54.2% | -38.8% |
| All | -28.5% | +25.3% | -53.8% | -37.4% |
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