-59.8%
ADBE vs ADP
+52.9%
-112.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -5.1% |
| 7D | -8.6% | -3.4% | -5.1% | -5.9% |
| 30D | +2.8% | +2.8% | 0.0% | +0.9% |
| 3M | +3.1% | +20.9% | -17.8% | -10.3% |
| 6M | -2.4% | +29.9% | -32.3% | -19.8% |
| YTD | -23.9% | +9.6% | -33.5% | -28.7% |
| 1Y | -22.6% | -5.3% | -17.3% | -19.2% |
| 3Y | -52.7% | +16.5% | -69.2% | -58.4% |
| All | -59.8% | +52.9% | -112.7% | -72.4% |
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 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