+1,587.5%
AMAT vs ADP
+285.1%
+1,302.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.6% |
| 7D | -1.5% | -3.4% | +1.9% | +0.5% |
| 30D | -14.8% | +2.8% | -17.6% | -16.6% |
| 3M | -9.3% | +20.9% | -30.2% | -22.6% |
| 6M | +27.4% | +29.9% | -2.5% | +0.8% |
| YTD | +77.6% | +9.6% | +67.9% | +58.6% |
| 1Y | +188.9% | -5.3% | +194.2% | +186.2% |
| 3Y | +202.3% | +16.5% | +185.8% | +148.5% |
| 5Y | +248.9% | +49.4% | +199.5% | +133.3% |
| All | +1,587.5% | +285.1% | +1,302.4% | +527.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling