-64.5%
ADBE vs ADP
+48.1%
-112.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -5.6% | +1.1% | -6.7% | -6.5% |
| 30D | -2.0% | +11.5% | -13.6% | -10.2% |
| 3M | -10.5% | +12.0% | -22.6% | -18.1% |
| 6M | -6.2% | +43.8% | -50.0% | -28.7% |
| YTD | -32.2% | +20.1% | -52.3% | -41.0% |
| 1Y | -27.4% | +22.3% | -49.7% | -37.7% |
| 3Y | -58.9% | +43.3% | -102.2% | -69.4% |
| 5Y | -64.5% | +47.3% | -111.8% | -75.2% |
| All | -64.5% | +48.1% | -112.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling