+19,818.5%
ADBE vs ADP
+12,298.0%
+7,520.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | -3.8% | +3.2% | -7.0% | -5.8% |
| 30D | -2.3% | +12.8% | -15.1% | -9.7% |
| 3M | -13.3% | +12.3% | -25.6% | -19.4% |
| 6M | -6.5% | +45.4% | -51.9% | -26.2% |
| YTD | -32.4% | +21.4% | -53.8% | -40.2% |
| 1Y | -28.0% | +23.7% | -51.7% | -37.1% |
| 3Y | -60.4% | +43.6% | -104.0% | -68.8% |
| 5Y | -63.4% | +48.7% | -112.2% | -71.8% |
| 10Y | +127.4% | +316.1% | -188.7% | -12.2% |
| All | +19,818.5% | +12,298.0% | +7,520.5% | +643.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling