+132.8%
AMAT vs ADP
+50.4%
+82.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.8% | -13.1% |
| 7D | -24.3% | +7.4% | -31.6% | -22.2% |
| 30D | -39.8% | +17.1% | -56.9% | -36.4% |
| 3M | -40.2% | +14.4% | -54.6% | -37.1% |
| 6M | -22.1% | +47.9% | -70.0% | -17.1% |
| YTD | +24.7% | +22.1% | +2.6% | +41.6% |
| 1Y | +33.3% | +21.8% | +11.5% | +51.2% |
| All | +132.8% | +50.4% | +82.4% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling