+43.3%
AMAT vs ADP
+21.2%
+22.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.5% | +3.0% |
| 7D | -14.7% | +3.2% | -17.9% | -11.7% |
| 30D | -36.1% | +14.9% | -51.0% | -26.3% |
| 3M | -36.9% | +11.6% | -48.5% | -28.4% |
| 6M | -22.2% | +48.5% | -70.7% | +7.3% |
| YTD | +29.9% | +20.6% | +9.4% | +80.2% |
| 1Y | +43.3% | +23.7% | +19.6% | +92.7% |
| All | +43.3% | +21.2% | +22.1% | +92.7% |
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