-58.9%
ADBE vs ADP
+43.3%
-102.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -5.6% | +1.1% | -6.7% | -6.4% |
| 30D | -2.0% | +11.5% | -13.6% | -10.1% |
| 3M | -10.5% | +12.0% | -22.6% | -17.9% |
| 6M | -6.2% | +43.8% | -50.0% | -27.3% |
| YTD | -32.2% | +20.1% | -52.3% | -40.7% |
| 1Y | -27.4% | +22.3% | -49.7% | -37.2% |
| 3Y | -58.9% | +43.3% | -102.2% | -66.8% |
| All | -58.9% | +43.3% | -102.3% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling