+73.7%
AMAT vs ADP
+23.8%
+49.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.4% |
| 7D | +7.0% | +0.9% | +6.0% | +8.2% |
| 30D | -20.6% | +11.9% | -32.5% | -10.5% |
| 3M | -24.8% | +13.7% | -38.5% | -13.3% |
| 6M | -10.7% | +46.8% | -57.5% | +23.4% |
| YTD | +54.3% | +21.8% | +32.5% | +117.5% |
| 1Y | +73.7% | +23.5% | +50.2% | +138.5% |
| All | +73.7% | +23.8% | +49.9% | +138.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling