+1,321.9%
AMAT vs ADP
+322.2%
+999.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.1% |
| 7D | +11.4% | +2.2% | +9.2% | +10.0% |
| 30D | -17.0% | +10.6% | -27.6% | -22.5% |
| 3M | -30.6% | +12.9% | -43.5% | -36.6% |
| 6M | -14.9% | +50.6% | -65.6% | -38.3% |
| YTD | +44.7% | +23.2% | +21.5% | +18.9% |
| 1Y | +66.9% | +25.3% | +41.6% | +35.1% |
| 3Y | +153.3% | +47.1% | +106.2% | +74.9% |
| 5Y | +146.2% | +50.1% | +96.2% | +66.0% |
| All | +1,321.9% | +322.2% | +999.8% | +388.6% |
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